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Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…

Machine Learning · Statistics 2019-12-03 Masahiro Nomura , Kenshi Abe

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a…

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization~(BO) to specifically…

Machine Learning · Computer Science 2019-10-01 Satya Narayan Shukla , Anit Kumar Sahu , Devin Willmott , J. Zico Kolter

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Machine Learning · Statistics 2023-01-18 Jonathan Foldager , Mikkel Jordahn , Lars Kai Hansen , Michael Riis Andersen

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

The present study aimed to solve the cure optimization problem of laminated composites through a statistical approach. The approach consisted of using constrained Bayesian Optimization (cBO) along with a Gaussian process model as a…

Applications · Statistics 2025-06-02 Madhura Limaye , Yezhuo Li , Qiong Zhang , Gang Li

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

Machine Learning · Computer Science 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Machine Learning · Computer Science 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman