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Bayesian optimization (BO) struggles in high dimensions, where Gaussian-process surrogates demand heavy retraining and brittle assumptions, slowing progress on real engineering and design problems. We introduce GIT-BO, a Gradient-Informed…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Rosen Ting-Ying Yu , Cyril Picard , Faez Ahmed

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 HyunJae Lee , Heon Song , Hyeonsoo Lee , Gi-hyeon Lee , Suyeong Park , Donggeun Yoo

Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such…

Machine Learning · Statistics 2026-03-10 Jing Jingzhe , Fan Zheyi , Szu Hui Ng , Qingpei Hu

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

High-dimensional problems have long been considered the Achilles' heel of Bayesian optimization algorithms. Spurred by the curse of dimensionality, a large collection of algorithms aim to make it more performant in this setting, commonly by…

Machine Learning · Computer Science 2024-12-13 Carl Hvarfner , Erik Orm Hellsten , Luigi Nardi

When applying Bayesian optimization (BO) to scientific workflow, a major yet often overlooked source of uncertainty is the task itself -- namely, what to optimize and how to evaluate it -- which can evolve as evidence accumulates. We…

Artificial Intelligence · Computer Science 2026-05-11 Masaki Adachi , Yuta Suzuki , Juliusz Ziomek

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…

Artificial Intelligence · Computer Science 2013-10-09 Frank Hutter , Holger Hoos , Kevin Leyton-Brown

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Detecting spliced images is one of the emerging challenges in computer vision. Unlike prior methods that focus on detecting low-level artifacts generated during the manipulation process, we use an image retrieval approach to tackle this…

Computer Vision and Pattern Recognition · Computer Science 2021-04-29 Bor-Chun Chen , Zuxuan Wu , Larry S. Davis , Ser-Nam Lim

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian optimization (BO) is a promising approach for hyperparameter optimization of deep neural networks (DNNs), where each model training can take minutes to hours. In BO, a computationally cheap surrogate model is employed to learn the…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Isabelle Guyon , Venkatram Vishwanath , Prasanna Balaprakash

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

Numerical Analysis · Mathematics 2024-05-14 Karina Koval , Ruanui Nicholson

Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

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

Low-discrepancy designs play a central role in quasi-Monte Carlo methods and are increasingly influential in other domains such as machine learning, robotics and computer graphics, to name a few. In recent years, one such low-discrepancy…

Methodology · Statistics 2026-02-17 Nathan Kirk

This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…

Optimization and Control · Mathematics 2024-05-29 Yen-An Lu , Wei-Shou Hu , Joel A. Paulson , Qi Zhang
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