English
Related papers

Related papers: Cost-aware Bayesian Optimization

200 papers

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

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

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

Deployments of Bayesian Optimization (BO) for functions with stochastic evaluations, such as parameter tuning via cross validation and simulation optimization, typically optimize an average of a fixed set of noisy realizations of the…

Machine Learning · Computer Science 2020-07-03 Henry B. Moss , David S. Leslie , Paul Rayson

Bayesian optimisation (BO) is a surrogate-based optimisation technique that efficiently solves expensive black-box functions with small evaluation budgets. Recent studies consider trust regions to improve the scalability of BO approaches…

Neural and Evolutionary Computing · Computer Science 2025-11-04 Kokila Kasuni Perera , Frank Neumann , Aneta Neumann

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

Solving optimal design problems through crowdsourcing faces a dilemma: On one hand, human beings have been shown to be more effective than algorithms at searching for good solutions of certain real-world problems with high-dimensional or…

Machine Learning · Computer Science 2017-04-28 Thurston Sexton , Max Yi Ren

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…

Methodology · Statistics 2025-12-30 Courtney Kyger , James Fernandez , John A. Grunenwald , James Braun , Annie Booth

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Machine Learning · Computer Science 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao

Bayesian optimization is highly effective for optimizing expensive-to-evaluate black-box functions, but it faces significant computational challenges due to the cubic per-iteration cost of Gaussian processes, which results in a total time…

Optimization and Control · Mathematics 2026-05-21 Tansheng Zhu , Hongyu Zhou , Ke Jin , Xusheng Xu , Qiufan Yuan , Lijie Ji

Discovering optimal designs through sequential data collection is essential in many real-world applications. While Bayesian Optimization (BO) has achieved remarkable success in this setting, growing attention has recently turned to…

Machine Learning · Computer Science 2026-04-22 Chih-Yu Chang , Qiyuan Chen , Tianhan Gao , David Fenning , Chinedum Okwudire , Neil Dasgupta , Wei Lu , Raed Al Kontar

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence…

Machine Learning · Computer Science 2010-12-14 Eric Brochu , Vlad M. Cora , Nando de Freitas

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

The growing ubiquity of machine learning (ML) has led it to enter various areas of computer science, including black-box optimization (BBO). Recent research is particularly concerned with Bayesian optimization (BO). BO-based algorithms are…

Machine Learning · Computer Science 2024-01-04 Elena Raponi , Nathanael Rakotonirina Carraz , Jérémy Rapin , Carola Doerr , Olivier Teytaud

Bayesian optimization (BO) has emerged as a powerful tool for navigating complex search spaces, showcasing practical applications in the fields of science and engineering.However, since it typically relies on a surrogate model to…

Machine Learning · Computer Science 2024-06-19 Joseph Chakar

Bayesian Optimization (BO) is a surrogate-based global optimization strategy that relies on a Gaussian Process regression (GPR) model to approximate the objective function and an acquisition function to suggest candidate points. It is…

Machine Learning · Computer Science 2022-06-28 Kirill Antonov , Elena Raponi , Hao Wang , Carola Doerr

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

Bayesian optimization (BO) is a widely used algorithm for solving expensive black-box optimization problems. However, its performance decreases significantly on high-dimensional problems due to the inherent high-dimensionality of the…

Machine Learning · Computer Science 2025-04-16 Jundi Huang , Dawei Zhan