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This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…

Machine Learning · Statistics 2021-06-10 Erik Bodin , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

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

Function registration, also referred to as alignment, has been one of the fundamental problems in the field of functional data analysis. Classical registration methods such as the Fisher-Rao alignment focus on estimating optimal time…

Methodology · Statistics 2024-10-22 Yijia Ma , Wei Wu

When applying Machine Learning techniques to problems, one must select model parameters to ensure that the system converges but also does not become stuck at the objective function's local minimum. Tuning these parameters becomes a…

Machine Learning · Statistics 2017-11-16 Lawrence Stewart , Mark Stalzer

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an…

Machine Learning · Computer Science 2026-04-28 Pouya Ahadi , Reza Marzban , Ali Adibi , Kamran Paynabar

Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

Machine Learning · Computer Science 2021-01-22 Wenjie Chen , Shengcai Liu , Ke Tang

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…

Materials Science · Physics 2024-11-19 Peder Lyngby , Casper Larsen , Karsten Wedel Jacobsen

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…

Machine Learning · Computer Science 2020-06-25 Alma Rahat , Michael Wood

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

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the…

Machine Learning · Statistics 2018-07-04 Dipti Jasrasaria , Edward O. Pyzer-Knapp

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

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

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Machine Learning · Computer Science 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh