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We are interested in derivative-free optimization of high-dimensional functions. The sample complexity of existing methods is high and depends on problem dimensionality, unlike the dimensionality-independent rates of first-order methods.…

Machine Learning · Computer Science 2020-04-28 Ozan Sener , Vladlen Koltun

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands as one of the best…

Neural and Evolutionary Computing · Computer Science 2023-05-19 Shay Snyder , Sumedh R. Risbud , Maryam Parsa

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Manifold learning has been proven to be an effective method for capturing the implicitly intrinsic structure of non-Euclidean data, in which one of the primary challenges is how to maintain the distortion-free (isometry) of the data…

Machine Learning · Computer Science 2024-09-24 Zihao Chen , Wenyong Wang , Yu Xiang

Variational auto-encoders (VAEs) have proven to be a well suited tool for performing dimensionality reduction by extracting latent variables lying in a potentially much smaller dimensional space than the data. Their ability to capture…

Machine Learning · Statistics 2020-10-23 Clément Chadebec , Clément Mantoux , Stéphanie Allassonnière

Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…

This article develops a Bayesian optimization (BO) method which acts directly over raw strings, proposing the first uses of string kernels and genetic algorithms within BO loops. Recent applications of BO over strings have been hindered by…

Machine Learning · Computer Science 2020-10-05 Henry B. Moss , Daniel Beck , Javier Gonzalez , David S. Leslie , Paul Rayson

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) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan

Recent research indicates that the performance of machine learning models can be improved by aligning the geometry of the latent space with the underlying data structure. Rather than relying solely on Euclidean space, researchers have…

Machine Learning · Computer Science 2023-10-30 Haitz Saez de Ocariz Borde , Alvaro Arroyo , Ismael Morales , Ingmar Posner , Xiaowen Dong

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

Statistics Theory · Mathematics 2007-06-13 Jean-François Angers , Peter T. Kim

Bayesian optimization is known to be difficult to scale to high dimensions, because the acquisition step requires solving a non-convex optimization problem in the same search space. In order to scale the method and keep its benefits, we…

Machine Learning · Computer Science 2019-05-29 Johannes Kirschner , Mojmír Mutný , Nicole Hiller , Rasmus Ischebeck , Andreas Krause

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Ensuring high accuracy and efficiency of predictive models is paramount in the aerospace industry, particularly in the context of multidisciplinary design and optimization processes. These processes often require numerous evaluations of…

Machine Learning · Computer Science 2025-03-26 James M. Shihua , Paul Saves , Rhea P. Liem , Joseph Morlier

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

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko