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Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

Machine Learning · Computer Science 2021-01-22 Wenjie Chen , Shengcai Liu , Ke Tang

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…

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…

Machine Learning · Computer Science 2024-07-02 Robert J. Moss , Mykel J. Kochenderfer , Maxime Gariel , Arthur Dubois

In edge computing, suppressing data size is a challenge for machine learning models that perform complex tasks such as autonomous driving, in which computational resources (speed, memory size and power) are limited. Efficient lossy…

Machine Learning · Computer Science 2022-09-28 Tadashi Kadowaki , Mitsuru Ambai

We consider the problem of offline black-box optimization, where the goal is to discover optimal designs (e.g., molecules or materials) from past experimental data. A key challenge in this setting is data scarcity: in many scientific…

Machine Learning · Computer Science 2026-05-22 Azza Fadhel , The Hung Tran , Trong Nghia Hoang , Jana Doppa

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g.,…

Machine Learning · Computer Science 2023-02-24 Natalie Maus , Haydn T. Jones , Juston S. Moore , Matt J. Kusner , John Bradshaw , Jacob R. Gardner

Optimizing an experimental system can be extremely challenging when each experiment is expensive, time-consuming, or difficult to perform. Existing optimizers for expensive black-box problems, such as Bayesian optimization, are typically…

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

We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Optimizing the configuration and placement of sensors is crucial for reliable fall detection, indoor localization, and activity recognition in assisted living spaces. We propose a novel, sample-efficient approach to find a high-quality…

Machine Learning · Computer Science 2023-09-13 Shadan Golestan , Omid Ardakanian , Pierre Boulanger

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for…

We present a developmental framework based on a long-term memory and reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This architecture allows a robot to optimize autonomously hyper-parameters that need to be tuned from…

Robotics · Computer Science 2018-10-22 Maxime Petit , Amaury Depierre , Xiaofang Wang , Emmanuel Dellandréa , Liming Chen

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

Controller tuning based on black-box optimization allows to automatically tune performance-critical parameters w.r.t. mostly arbitrary high-level closed-loop control objectives. However, a comprehensive benchmark of different black-box…

Systems and Control · Electrical Eng. & Systems 2022-11-07 David Stenger , Dirk Abel

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer