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In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for…

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…

Machine Learning · Computer Science 2023-12-12 Kamil Dreczkowski , Antoine Grosnit , Haitham Bou Ammar

Modern scientific and engineering design increasingly involves distributed optimization, where agents such as laboratories, simulations, or industrial partners pursue related goals under differing conditions. These agents often face…

Machine Learning · Statistics 2025-10-21 Zihan Wang , Yi-Ping Chen , Tuba Dolar , Wei Chen

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

When using machine learning (ML) techniques, users typically need to choose a plethora of algorithm-specific parameters, referred to as hyperparameters. In this paper, we compare the performance of two algorithms, particle swarm…

Data Analysis, Statistics and Probability · Physics 2023-10-16 Laurits Tani , Christian Veelken

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian Optimization (BO) is a well-studied hyperparameter tuning technique that is more efficient than grid search for high-cost, high-parameter machine learning problems. Echocardiography is a ubiquitous modality for evaluating heart…

Image and Video Processing · Electrical Eng. & Systems 2022-11-21 Son-Tung Tran , Joshua V. Stough , Xiaoyan Zhang , Christopher M. Haggerty

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…

Machine Learning · Computer Science 2023-01-12 Jose Pablo Folch , Shiqiang Zhang , Robert M Lee , Behrang Shafei , David Walz , Calvin Tsay , Mark van der Wilk , Ruth Misener

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

We address the problem of optimizing over functions defined on node subsets in a graph. The optimization of such functions is often a non-trivial task given their combinatorial, black-box and expensive-to-evaluate nature. Although various…

Machine Learning · Computer Science 2025-01-07 Huidong Liang , Xingchen Wan , Xiaowen Dong

Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…

Artificial Intelligence · Computer Science 2021-11-23 Zhicheng He

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

We present mlr3mbo, a comprehensive and modular toolbox for Bayesian optimization in R. mlr3mbo supports single- and multi-objective optimization, multi-point proposals, batch and asynchronous parallelization, input and output…

Machine Learning · Statistics 2026-04-01 Marc Becker , Lennart Schneider , Martin Binder , Lars Kotthoff , Bernd Bischl

Physics-informed dynamical system models form critical components of digital twins of the built environment. These digital twins enable the design of energy-efficient infrastructure, but must be properly calibrated to accurately reflect…

Machine Learning · Computer Science 2021-06-30 Ankush Chakrabarty , Gordon Wichern , Christopher Laughman

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Task parallelism as employed by the OpenMP task construct, although ideal for tackling irregular problems or typical producer/consumer schemes, bears some potential for performance bottlenecks if locality of data access is important, which…

Performance · Computer Science 2009-02-12 Markus Wittmann , Georg Hager

In many applications of black-box optimization, one can evaluate multiple points simultaneously, e.g. when evaluating the performances of several different neural network architectures in a parallel computing environment. In this paper, we…

Machine Learning · Statistics 2018-04-24 Jian Wu , Peter I. Frazier