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Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even…

Machine Learning · Statistics 2018-11-05 Ilija Bogunovic , Jonathan Scarlett , Stefanie Jegelka , Volkan Cevher

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Safe Bayesian optimization (BO) with Gaussian processes is an effective tool for tuning control policies in safety-critical real-world systems, specifically due to its sample efficiency and safety guarantees. However, most safe BO…

Optimization and Control · Mathematics 2025-12-15 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

PARyOpt is a python based implementation of the Bayesian optimization routine designed for remote and asynchronous function evaluations. Bayesian optimization is especially attractive for computational optimization due to its low cost…

Optimization and Control · Mathematics 2018-09-14 Balaji Sesha Sarath Pokuri , Alec Lofquist , Chad M Risko , Baskar Ganapathysubramanian

This work considers the problem of personalized dose guidance using Bayesian optimization that learns the optimum drug dose tailored to each individual, thus improving therapeutic outcomes. Safe learning using interior point method ensures…

Optimization and Control · Mathematics 2022-11-01 Dinesh Krishnamoorthy , Francis J. Doyle

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

We address the robot grasp optimization problem of unknown objects considering uncertainty in the input space. Grasping unknown objects can be achieved by using a trial and error exploration strategy. Bayesian optimization is a sample…

Robotics · Computer Science 2016-03-08 José Nogueira , Ruben Martinez-Cantin , Alexandre Bernardino , Lorenzo Jamone

Safe path planning is a crucial component in autonomous robotics. The many approaches to find a collision free path can be categorically divided into trajectory optimisers and sampling-based methods. When planning using occupancy maps, the…

Robotics · Computer Science 2017-03-02 Gilad Francis , Lionel Ott , Fabio Ramos

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

One of the first tasks we learn as children is to grasp objects based on our tactile perception. Incorporating such skill in robots will enable multiple applications, such as increasing flexibility in industrial processes or providing…

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

A recurring and important task in control engineering is parameter tuning under constraints, which conceptually amounts to optimization of a blackbox function accessible only through noisy evaluations. For example, in control practice…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Christian Fiedler , Johanna Menn , Sebastian Trimpe

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

Bayesian optimization methods allocate limited sampling budgets to maximize expensive-to-evaluate functions. One-step-lookahead policies are often used, but computing optimal multi-step-lookahead policies remains a challenge. We consider a…

Optimization and Control · Mathematics 2016-07-13 J. Massey Cashore , Lemuel Kumarga , Peter I. Frazier

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

This work deals with parallel optimization of expensive objective functions which are modeled as sample realizations of Gaussian processes. The study is formalized as a Bayesian optimization problem, or continuous multi-armed bandit…

Machine Learning · Statistics 2019-09-04 Sébastien Marmin , Clément Chevalier , David Ginsbourger

Bayesian optimization (BO) has proven to be a powerful tool for automatically tuning control parameters without requiring knowledge of the underlying system dynamics. Safe BO methods, in addition, guarantee safety during the optimization…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Antonia Holzapfel , Paul Brunzema , Sebastian Trimpe