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Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

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 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

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

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

As a typical model-based evolutionary algorithm (EA), estimation of distribution algorithm (EDA) possesses unique characteristics and has been widely applied to global optimization. However, the common-used Gaussian EDA (GEDA) usually…

Neural and Evolutionary Computing · Computer Science 2018-08-01 Yongsheng Liang , Zhigang Ren , Xianghua Yao , Zuren Feng , An Chen

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is…

Machine Learning · Computer Science 2011-10-18 Javad Azimi , Ali Jalali , Xiaoli Fern

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

The quantum approximate optimization algorithm (QAOA) is a leading variational approach to combinatorial optimization, but its practical performance depends strongly on objective design, parameter search, and shot allocation. We present a…

Quantum Physics · Physics 2026-04-09 Siran Zhang , Shuming Cheng

When it comes to solving optimization problems with evolutionary algorithms (EAs) in a reliable and scalable manner, detecting and exploiting linkage information, i.e., dependencies between variables, can be key. In this article, we present…

Neural and Evolutionary Computing · Computer Science 2021-09-14 Arkadiy Dushatskiy , Marco Virgolin , Anton Bouter , Dirk Thierens , Peter A. N. Bosman

Evolutionary computing, particularly genetic algorithm (GA), is a combinatorial optimization method inspired by natural selection and the transmission of genetic information, which is widely used to identify optimal solutions to complex…

Neural and Evolutionary Computing · Computer Science 2024-12-31 Shanqing Yu , Meng Zhou , Jintao Zhou , Minghao Zhao , Yidan Song , Yao Lu , Zeyu Wang , Qi Xuan

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 (BO) is typically used to optimize an unknown function $f$ that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically…

Machine Learning · Computer Science 2024-02-09 Anthony Bardou , Patrick Thiran , Thomas Begin

This paper presents an Improved Bayesian Optimization (IBO) algorithm to solve complex high-dimensional epidemic models' optimal control solution. Evaluating the total objective function value for disease control models with hundreds of…

Methodology · Statistics 2021-08-03 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function $f$ which is only accessible via point evaluations. It is typically used in settings where $f$ is expensive to evaluate. A common use case for BO…

Machine Learning · Computer Science 2019-03-19 Kirthevasan Kandasamy , Willie Neiswanger , Jeff Schneider , Barnabas Poczos , Eric Xing

Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…

Neural and Evolutionary Computing · Computer Science 2020-04-23 Vahid Roostapour , Jakob Bossek , Frank Neumann

Bayesian optimization (BO) methods choose sample points by optimizing an acquisition function derived from a statistical model of the objective. These acquisition functions are chosen to balance sampling regions with predicted good…

Machine Learning · Computer Science 2024-08-16 Darian Nwankwo , David Bindel

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 method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford