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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

Choosing the right system architecture for the problem at hand is challenging due to the large design space and high uncertainty in the early stage of the design process. Formulating the architecting process as an optimization problem may…

Optimization and Control · Mathematics 2025-02-10 Jasper H. Bussemaker , Paul Saves , Nathalie Bartoli , Thierry Lefebvre , Rémi Lafage

Neural Architecture Search (NAS) represents a class of methods to generate the optimal neural network architecture and typically iterate over candidate architectures till convergence over some particular metric like validation loss. They…

Machine Learning · Computer Science 2019-10-22 Abhishek Singh , Anubhav Garg , Jinan Zhou , Shiv Ram Dubey , Debo Dutta

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

Machine Learning · Statistics 2025-06-16 Hwanwoo Kim , Chong Liu , Yuxin Chen

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Bayesian optimization offers a flexible framework to optimize an objective function that is expensive to be evaluated. A Bayesian optimizer iteratively queries the function values on its carefully selected points. Subsequently, it makes a…

Machine Learning · Computer Science 2019-06-25 Yang Li , Yaqiang Yao

Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

Robotics · Computer Science 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

We study Bayesian optimization (BO) in high-dimensional and non-stationary scenarios. Existing algorithms for such scenarios typically require extensive hyperparameter tuning, which limits their practical effectiveness. We propose a…

Machine Learning · Computer Science 2023-07-26 Fengxue Zhang , Jialin Song , James Bowden , Alexander Ladd , Yisong Yue , Thomas A. Desautels , Yuxin Chen

The early pioneering Neural Architecture Search (NAS) works were multi-trial methods applicable to any general search space. The subsequent works took advantage of the early findings and developed weight-sharing methods that assume a…

Neural and Evolutionary Computing · Computer Science 2022-02-18 Hyunghun Cho , Jungwook Shin , Wonjong Rhee

Bayesian Optimization (BO) is a surrogate-assisted global optimization technique that has been successfully applied in various fields, e.g., automated machine learning and design optimization. Built upon a so-called infill-criterion and…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Elena Raponi , Hao Wang , Mariusz Bujny , Simonetta Boria , Carola Doerr

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Radio signal-based (indoor) localisation technique is important for IoT applications such as smart factory and warehouse. Through machine learning, especially neural networks methods, more accurate mapping from signal features to target…

Machine Learning · Computer Science 2022-03-09 Xingchi Liu , Peizheng Li , Ziming Zhu

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

Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Matthias Poloczek , Luigi Nardi

Bayesian Neural Networks (BNNs) offer a mathematically grounded framework to quantify the uncertainty of model predictions but come with a prohibitive computation cost for both training and inference. In this work, we show a novel network…

Machine Learning · Computer Science 2022-02-10 Duo Wang , Yiren Zhao , Ilia Shumailov , Robert Mullins

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

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar