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Learning functions with high-dimensional outputs is critical in many applications, such as physical simulation and engineering design. However, collecting training examples for these applications is often costly, e.g. by running numerical…

Machine Learning · Computer Science 2022-10-25 Shibo Li , Jeff M. Phillips , Xin Yu , Robert M. Kirby , Shandian Zhe

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal…

Machine Learning · Computer Science 2015-03-20 Arthur Guez , David Silver , Peter Dayan

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Machine Learning · Computer Science 2023-09-07 Zahra Zanjani Foumani , Amin Yousefpour , Mehdi Shishehbor , Ramin Bostanabad

Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…

Machine Learning · Computer Science 2022-11-18 Carolin Benjamins , Anja Jankovic , Elena Raponi , Koen van der Blom , Marius Lindauer , Carola Doerr

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

One of the main challenges in imitation learning is determining what action an agent should take when outside the state distribution of the demonstrations. Inverse reinforcement learning (IRL) can enable generalization to new states by…

Machine Learning · Computer Science 2024-03-04 Daniel S. Brown , Scott Niekum , Marek Petrik

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

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

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

Bayesian Optimization (BO) for the minimization of expensive functions of continuous variables uses all the knowledge acquired from previous samples (${\boldsymbol x}_i$ and $f({\boldsymbol x}_i)$ values) to build a surrogate model based on…

Numerical Analysis · Mathematics 2025-05-15 Roberto Battiti , Mauro Brunato

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

Optimal design under uncertainty remains a fundamental challenge in advancing reliable, next-generation process systems. Robust optimization (RO) offers a principled approach by safeguarding against worst-case scenarios across a range of…

Machine Learning · Computer Science 2025-10-07 Akshay Kudva , Joel A. Paulson

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

Both computational and experimental material discovery bring forth the challenge of exploring multidimensional and often non-differentiable parameter spaces, such as phase diagrams of Hamiltonians with multiple interactions, composition…

Machine Learning · Computer Science 2024-02-22 Arpan Biswas , Sai Mani Prudhvi Valleti , Rama Vasudevan , Maxim Ziatdinov , Sergei V. Kalinin

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez