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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

This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Martin Pelikan , Kumara Sastry , David E. Goldberg

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

Machine Learning · Computer Science 2023-06-21 Utkarsh Prakash , Aryan Chollera , Kushagra Khatwani , Prabuchandran K. J. , Tejas Bodas

Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…

Multi-objective evolutionary algorithms (MOEAs) have become essential tools for solving multi-objective optimization problems (MOPs), making their running time analysis crucial for assessing algorithmic efficiency and guiding practical…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Han Huang , Tianyu Wang , Chaoda Peng , Tongli He , Zhifeng Hao

Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…

Robotics · Computer Science 2018-01-12 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

Performing multi-objective Bayesian optimisation by scalarising the objectives avoids the computation of expensive multi-dimensional integral-based acquisition functions, instead of allowing one-dimensional standard acquisition…

Machine Learning · Computer Science 2021-04-13 Clym Stock-Williams , Tinkle Chugh , Alma Rahat , Wei Yu

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Machine Learning · Computer Science 2020-06-17 Mor Sinay , Elad Sarafian , Yoram Louzoun , Noa Agmon , Sarit Kraus

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

In the present paper we describe new heuristic technique, which can be applied to the optimization of pseudo-Boolean functions including Black-Box functions. This technique is based on a simple procedure which consists in transition from…

Neural and Evolutionary Computing · Computer Science 2019-08-05 Alexander A. Semenov

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

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

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Machine Learning · Computer Science 2025-04-14 Robin Grapin , Youssef Diouane , Joseph Morlier , Nathalie Bartoli , Thierry Lefebvre , Paul Saves , Jasper Bussemaker

This paper introduces a novel metaheuristic algorithm, known as the efficient multiplayer battle game optimizer (EMBGO), specifically designed for addressing complex numerical optimization tasks. The motivation behind this research stems…

Neural and Evolutionary Computing · Computer Science 2024-03-18 Rui Zhong , Yuefeng Xu , Chao Zhang , Jun Yu

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

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Mathematics 2020-11-23 Charumathi V , M. Ramakrishna , Vinita Vasudevan

In this paper, we propose a computationally efficient iterative algorithm for proper orthogonal decomposition (POD) using random sampling based techniques. In this algorithm, additional rows and columns are sampled and a merging technique…

Numerical Analysis · Computer Science 2021-07-07 V. Charumathi , M. Ramakrishna , Vinita Vasudevan

High-fidelity complex engineering simulations are highly predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in…

Machine Learning · Statistics 2021-02-08 Anh Tran , Mike Eldred , Tim Wildey , Scott McCann , Jing Sun , Robert J. Visintainer