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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

Existing studies in black-box optimization for machine learning suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing different optimization algorithms. Among other…

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Machine Learning · Computer Science 2024-10-17 Feiyang Ye , Yueming Lyu , Xuehao Wang , Masashi Sugiyama , Yu Zhang , Ivor Tsang

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

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

We consider the problem of estimating a good maximizer of a black-box function given noisy examples. To solve such problems, we propose to fit a new type of function which we call a global optimization network (GON), defined as any…

Machine Learning · Statistics 2022-02-04 Sen Zhao , Erez Louidor , Olexander Mangylov , Maya Gupta

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

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Many problems in science and engineering involve optimizing an expensive black-box function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations,…

Machine Learning · Computer Science 2023-08-22 Siddarth Krishnamoorthy , Satvik Mehul Mashkaria , Aditya Grover

Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…

Machine Learning · Computer Science 2020-06-17 Mor Sinay , Elad Sarafian , Yoram Louzoun , Noa Agmon , Sarit Kraus

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

Black-box optimization is a powerful approach for discovering global optima in noisy and expensive black-box functions, a problem widely encountered in real-world scenarios. Recently, there has been a growing interest in leveraging domain…

Machine Learning · Computer Science 2024-02-06 Dat Phan-Trong , Hung The Tran , Alistair Shilton , Sunil Gupta

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

Machine Learning · Statistics 2025-06-16 Hwanwoo Kim , Chong Liu , Yuxin Chen

Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies, where sampling distributions are built in an iterative…

Optimization and Control · Mathematics 2024-09-30 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

Meta-Black-Box Optimization (MetaBBO) garners attention due to its success in automating the configuration and generation of black-box optimizers, significantly reducing the human effort required for optimizer design and discovering…

Machine Learning · Computer Science 2025-05-20 Jiyuan Pei , Yi Mei , Jialin Liu , Mengjie Zhang

We address the problem of optimising the average payoff for a large number of cooperating agents, where the payoff function is unknown and treated as a black box. While standard Bayesian Optimisation (BO) methods struggle with the…

Machine Learning · Computer Science 2025-02-19 Petar Steinberg , Juliusz Ziomek , Matej Jusup , Ilija Bogunovic

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 (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue