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In Bayesian optimization, a black-box function is maximized via the use of a surrogate model. We apply distributed Thompson sampling, using a Gaussian process as a surrogate model, to approach the multi-agent Bayesian optimization problem.…

Machine Learning · Computer Science 2025-01-03 Saba Zerefa , Zhaolin Ren , Haitong Ma , Na Li

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

Optimization and Control · Mathematics 2025-09-26 Zixuan Zhang , Xiaowei Song , Jiaming Li , Yujiao Zeng , Yaling Nie , Min Zhu , Dongyun Lu , Yibo Zhang , Xin Xiao , Jie Li

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 powerful black-box optimization framework that looks to efficiently learn the global optimum of an unknown system by systematically trading-off between exploration and exploitation. However, the use of BO as…

Optimization and Control · Mathematics 2023-03-28 Dinesh Krishnamoorthy , Joel A. Paulson

The accuracy of some density functional (DF) models, widely used in material science, depends on empirical or free parameters which are commonly tuned using reference physical properties. The optimal value of the free parameters is…

Computational Physics · Physics 2020-07-01 Rodrigo A. Vargas-Hernández

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

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

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 an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimization (BO) is a promising approach for hyperparameter optimization of deep neural networks (DNNs), where each model training can take minutes to hours. In BO, a computationally cheap surrogate model is employed to learn the…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Isabelle Guyon , Venkatram Vishwanath , Prasanna Balaprakash

Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

Machine Learning · Computer Science 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

This paper presents a novel approach to top-$k$ ranking Bayesian optimization (top-$k$ ranking BO) which is a practical and significant generalization of preferential BO to handle top-$k$ ranking and tie/indifference observations. We first…

Machine Learning · Computer Science 2020-12-22 Quoc Phong Nguyen , Sebastian Tay , Bryan Kian Hsiang Low , Patrick Jaillet

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

Reinforcement finetuning (RFT) is a key technique for aligning Large Language Models (LLMs) with human preferences and enhancing reasoning, yet its effectiveness is highly sensitive to which tasks are explored during training. Uniform task…

Artificial Intelligence · Computer Science 2026-02-02 Qianli Shen , Daoyuan Chen , Yilun Huang , Zhenqing Ling , Yaliang Li , Bolin Ding , Jingren Zhou

Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to…

We propose an extension of Thompson sampling to optimization problems over function spaces where the objective is a known functional of an unknown operator's output. We assume that queries to the operator (such as running a high-fidelity…

Machine Learning · Statistics 2026-01-21 Rafael Oliveira , Xuesong Wang , Kian Ming A. Chai , Edwin V. Bonilla

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske