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Batched Bayesian optimization (BO) can accelerate molecular design by efficiently identifying top-performing compounds from a large chemical library. Existing acquisition strategies for batch design in BO aim to balance exploration and…

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona

A fascinating aspect of nature lies in its ability to produce a collection of organisms that are all high-performing in their niche. Quality-Diversity (QD) methods are evolutionary algorithms inspired by this observation, that obtained…

Neural and Evolutionary Computing · Computer Science 2023-09-11 Felix Chalumeau , Thomas Pierrot , Valentin Macé , Arthur Flajolet , Karim Beguir , Antoine Cully , Nicolas Perrin-Gilbert

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

Optimizing a set of functions simultaneously by leveraging their similarity is called multi-task optimization. Current black-box multi-task algorithms only solve a finite set of tasks, even when the tasks originate from a continuous space.…

Neural and Evolutionary Computing · Computer Science 2024-04-05 Timothée Anne , Jean-Baptiste Mouret

A prevalent limitation of optimizing over a single objective is that it can be misguided, becoming trapped in local optimum. This can be rectified by Quality-Diversity (QD) algorithms, where a population of high-quality and diverse…

Machine Learning · Computer Science 2023-04-18 Ryan Wickman , Bibek Poudel , Michael Villarreal , Xiaofei Zhang , Weizi Li

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

When using Quality Diversity (QD) optimization to solve hard exploration or deceptive search problems, we assume that diversity is extrinsically valuable. This means that diversity is important to help us reach an objective, but is not an…

Neural and Evolutionary Computing · Computer Science 2023-05-16 Ryan Boldi , Lee Spector

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…

Machine Learning · Statistics 2020-08-11 Binxin Ru , Ahsan S. Alvi , Vu Nguyen , Michael A. Osborne , Stephen J Roberts

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and…

Machine Learning · Statistics 2015-03-06 Bobak Shahriari , Ziyu Wang , Matthew W. Hoffman , Alexandre Bouchard-Côté , Nando de Freitas

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

The recently introduced Multi-dimensional Archive of Phenotypic Elites (MAP-Elites) is an evolutionary algorithm capable of producing a large archive of diverse, high-performing solutions in a single run. It works by discretizing a…

Neural and Evolutionary Computing · Computer Science 2017-08-01 Vassilis Vassiliades , Konstantinos Chatzilygeroudis , Jean-Baptiste Mouret

In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…

Optimization and Control · Mathematics 2025-05-27 Francesco Carciaghi , Simone Magistri , Pierluigi Mansueto , Fabio Schoen

Black-box complexity theory provides lower bounds for the runtime of black-box optimizers like evolutionary algorithms and serves as an inspiration for the design of new genetic algorithms. Several black-box models covering different…

Neural and Evolutionary Computing · Computer Science 2015-08-28 Carola Doerr , Johannes Lengler