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Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Model selection is an integral problem of model based optimization techniques such as Bayesian optimization (BO). Current approaches often treat model selection as an estimation problem, to be periodically updated with observations coming…

Machine Learning · Computer Science 2023-08-02 Manisha Senadeera , Santu Rana , Sunil Gupta , Svetha Venkatesh

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…

Machine Learning · Computer Science 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

The need to collect data via expensive measurements of black-box functions is prevalent across science, engineering and medicine. As an example, hyperparameter tuning of a large AI model is critical to its predictive performance but is…

Machine Learning · Computer Science 2025-05-19 Takuya Kanazawa

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Bayesian optimization is a popular method for solving the problem of global optimization of an expensive-to-evaluate black-box function. It relies on a probabilistic surrogate model of the objective function, upon which an acquisition…

Machine Learning · Statistics 2022-06-22 Jungtaek Kim , Seungjin Choi , Minsu Cho

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Machine Learning · Computer Science 2021-08-06 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these…

Machine Learning · Computer Science 2019-05-16 Lizheng Ma , Jiaxu Cui , Bo Yang

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger
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