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Bayesian Optimisation (BO) is a powerful tool for optimising expensive blackbox functions but its effectiveness diminishes in highdimensional spaces due to sparse data and poor surrogate model scalability While Variational Autoencoder (VAE)…

Machine Learning · Computer Science 2025-10-13 Junyu Xuan , Wenlong Chen , Yingzhen Li

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Matthias Poloczek , Luigi Nardi

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

In this thesis, I explore the possibilities of conducting Bayesian optimization techniques in high dimensional domains. Although high dimensional domains can be defined to be between hundreds and thousands of dimensions, we will primarily…

Machine Learning · Computer Science 2020-10-09 David Yenicelik

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

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

Bayesian optimization is known to be difficult to scale to high dimensions, because the acquisition step requires solving a non-convex optimization problem in the same search space. In order to scale the method and keep its benefits, we…

Machine Learning · Computer Science 2019-05-29 Johannes Kirschner , Mojmír Mutný , Nicole Hiller , Rasmus Ischebeck , Andreas Krause

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…

Machine Learning · Computer Science 2019-08-20 Marius Lindauer , Matthias Feurer , Katharina Eggensperger , André Biedenkapp , Frank Hutter

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Machine Learning · Statistics 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

Learning for control can acquire controllers for novel robotic tasks, paving the path for autonomous agents. Such controllers can be expert-designed policies, which typically require tuning of parameters for each task scenario. In this…

Robotics · Computer Science 2020-08-20 Akshara Rai , Rika Antonova , Franziska Meier , Christopher G. Atkeson