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We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. For example, optimizing molecules for drug design using physical lab experiments. Bayesian…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Janardhan Rao Doppa

The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Machine Learning · Computer Science 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

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

Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Zhaozhong Chen , Nisar Ahmed , Simon Julier , Christoffer Heckman

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

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

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

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 (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

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

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

Machine Learning · Computer Science 2020-12-15 Yaru Li , Yulai Zhang

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Radiation therapy treatment planning can be viewed as an iterative hyperparameter tuning process to balance conflicting clinical goals. In this work, we investigated the performance of modern Bayesian Optimization (BO) methods on automated…

Medical Physics · Physics 2023-02-15 Qingying Wang , Ruoxi Wang , Jiacheng Liu , Fan Jiang , Haizhen Yue , Yi Du , Hao Wu

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Optimization and Control · Mathematics 2025-04-28 Pariyakorn Maneekul , Zelda B. Zabinsky , Giulia Pedrielli

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe
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