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Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive 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

Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…

Machine Learning · Computer Science 2022-04-21 Jian Tan , Niv Nayman , Mengchang Wang

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…

Machine Learning · Computer Science 2025-11-04 Diantong Li , Kyunghyun Cho , Chong Liu

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high…

Artificial Intelligence · Computer Science 2025-03-25 Zahra Zanjani Foumani , Ramin Bostanabad

Bayesian optimization has become widely popular across various experimental sciences due to its favorable attributes: it can handle noisy data, perform well with relatively small datasets, and provide adaptive suggestions for sequential…

Other Quantitative Biology · Quantitative Biology 2025-08-15 Maximilian Siska , Emma Pajak , Katrin Rosenthal , Antonio del Rio Chanona , Eric von Lieres , Laura Marie Helleckes

One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based…

Machine Learning · Computer Science 2014-02-05 Alexandre Lacoste , Hugo Larochelle , François Laviolette , Mario Marchand

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

Machine Learning · Computer Science 2022-10-20 Vu Nguyen , Marc Peter Deisenroth , Michael A. Osborne

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…

Machine Learning · Computer Science 2025-12-17 Qi Chen , Fabio Ramos , Alán Aspuru-Guzik , Florian Shkurti

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Optimization and Control · Mathematics 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…

Machine Learning · Computer Science 2025-07-29 Rajalaxmi Rajagopalan , Yu-Lin Wei , Romit Roy Choudhury

Bayesian Optimization (BO) is a common solution to search optimal hyperparameters based on sample observations of a machine learning model. Existing BO algorithms could converge slowly even collapse when the potential observation noise…

Computer Vision and Pattern Recognition · Computer Science 2022-10-10 Lei Cui , Yangguang Li , Xin Lu , Dong An , Fenggang Liu

NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimization framework for the optimization of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization…

Machine Learning · Computer Science 2026-04-29 Mike Diessner , Kevin J. Wilson , Richard D. Whalley

Transfer learning for Bayesian optimisation has generally assumed a strong similarity between optimisation tasks, with at least a subset having similar optimal inputs. This assumption can reduce computational costs, but it is violated in a…

Machine Learning · Computer Science 2024-04-22 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the…

Machine Learning · Computer Science 2024-02-20 Carl Hvarfner , Frank Hutter , Luigi Nardi

Traditional scientific discovery relies on an iterative hypothesise-experiment-refine cycle that has driven progress for centuries, but its intuitive, ad-hoc implementation often wastes resources, yields inefficient designs, and misses…

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
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