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Finding optimal parameter configurations for tunable GPU kernels is a non-trivial exercise for large search spaces, even when automated. This poses an optimization task on a non-convex search space, using an expensive to evaluate function…

Machine Learning · Computer Science 2021-12-01 Floris-Jan Willemsen , Rob van Nieuwpoort , Ben van Werkhoven

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…

Machine Learning · Computer Science 2023-12-12 Kamil Dreczkowski , Antoine Grosnit , Haitham Bou Ammar

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

This paper explores the application of bandit algorithms in both stochastic and adversarial settings, with a focus on theoretical analysis and practical applications. The study begins by introducing bandit problems, distinguishing between…

Machine Learning · Computer Science 2025-03-14 Samih Karroum , Saad Mazhar

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone

Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…

Machine Learning · Statistics 2025-05-19 Yuejiang Wen , Paul D. Franzon

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

We present a new algorithm ASEBO for optimizing high-dimensional blackbox functions. ASEBO adapts to the geometry of the function and learns optimal sets of sensing directions, which are used to probe it, on-the-fly. It addresses the…

Optimization and Control · Mathematics 2019-06-06 Krzysztof Choromanski , Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual…

Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Bayesian Optimisation (BO) is a family of methods for finding optimal parameters when the underlying function to be optimised is unknown. BO is used, for example, for hyperparameter tuning in machine learning and as an expert support tool…

Human-Computer Interaction · Computer Science 2026-01-05 Tanmay Chakraborty , Marion Koelle , Jörg Schlötterer , Nadine Schlicker , Christian Wirth , Christin Seifert

Bayesian optimization (BO) is effective for expensive black-box problems but remains challenging in high dimensions. We propose NeST-BO, a curvature-aware local BO method that targets a (modified) Newton step by jointly learning gradient…

Machine Learning · Computer Science 2026-03-30 Wei-Ting Tang , Akshay Kudva , Joel A. Paulson

Black-box optimization is one of the vital tasks in machine learning, since it approximates real-world conditions, in that we do not always know all the properties of a given system, up to knowing almost nothing but the results. This paper…

Machine Learning · Computer Science 2021-05-26 Mikita Sazanovich , Anastasiya Nikolskaya , Yury Belousov , Aleksei Shpilman
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