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Bayesian Optimization is a widely used method for optimizing expensive black-box functions, relying on probabilistic surrogate models such as Gaussian Processes. The quality of the surrogate model is crucial for good optimization…

Machine Learning · Computer Science 2025-12-16 Carl Hvarfner , David Eriksson , Eytan Bakshy , Max Balandat

Biophysical neural system simulations are among the most computationally demanding scientific applications, and their optimization requires navigating high-dimensional parameter spaces under numerous constraints that impose a binary…

Gaussian process (GP) surrogates are the default tool for emulating expensive computer experiments, but cubic cost, stationarity assumptions, and Gaussian predictive distributions limit their reach. We propose Generative Bayesian…

Machine Learning · Computer Science 2026-02-26 Nick Polson , Vadim Sokolov

Parallel surrogate optimization algorithms have proven to be efficient methods for solving expensive noisy optimization problems. In this work we develop a new parallel surrogate optimization algorithm (ProSRS), using a novel tree-based…

Optimization and Control · Mathematics 2019-08-22 Chenchao Shou , Matthew West

Physics simulators are essential in science and engineering, enabling the analysis, control, and design of complex systems. In experimental sciences, they are increasingly used to automate experimental design, often via combinatorial search…

A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

Machine Learning · Statistics 2025-07-14 Xinming Wang , Simon Mak , John Miller , Jianguo Wu

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

Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…

Optimization and Control · Mathematics 2023-08-28 Minyoung Jwa , Jihoon Kim , Seungyeon Shin , Ah-hyeon Jin , Dongju Shin , Namwoo Kang

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

The long runtime associated with simulating multidisciplinary systems challenges the use of Bayesian optimization for multidisciplinary design optimization (MDO). This is particularly the case if the coupled system is modeled in a…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Susanna Baars , Jigar Parekh , Ihar Antonau , Philipp Bekemeyer , Ulrich Römer

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

Designing a high-quality plasma injector electron source driven by a laser beam relies on numerical parametric studies using particle-in-cell codes. The common input parameters to explore are laser characteristics, plasma species and…

Tuning control policies manually to meet high-level objectives is often time-consuming. Bayesian optimization provides a data-efficient framework for automating this process using numerical evaluations of an objective function. However,…

Machine Learning · Computer Science 2026-03-26 Lukas Theiner , Maik Pfefferkorn , Yongpeng Zhao , Sebastian Hirt , Rolf Findeisen

High-Performance Computing (HPC) schedulers must balance user performance with facility-wide resource constraints. The task boils down to selecting the optimal number of nodes for a given job. We present a surrogate-assisted multi-objective…

Machine Learning · Computer Science 2026-01-23 Ashna Nawar Ahmed , Banooqa Banday , Terry Jones , Tanzima Z. Islam

Model merging techniques aim to integrate the abilities of multiple models into a single model. Most model merging techniques have hyperparameters, and their setting affects the performance of the merged model. Because several existing…

Machine Learning · Computer Science 2025-09-03 Rio Akizuki , Yuya Kudo , Nozomu Yoshinari , Yoichi Hirose , Toshiyuki Nishimoto , Kento Uchida , Shinichi Shirakawa

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we…

Machine Learning · Statistics 2013-05-15 Julien Mairal

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

Machine Learning · Computer Science 2025-08-08 Georgios Makrygiorgos , Joshua Hang Sai Ip , Ali Mesbah