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Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Computation · Statistics 2025-01-15 Teng Lian , Jian-Qiang Hu , Yuhang Wu , Zeyu Zheng

The formalism of Bayesian model selection provides a very elegant way of ranking different physical models in terms of how compatible they are with a given set of observed data. However, its practical application is often hampered by the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-19 Nathan Cohen , Jan Hamann , Ameek Malhotra

Causal approaches to post-hoc explainability for black-box prediction models (e.g., deep neural networks trained on image pixel data) have become increasingly popular. However, existing approaches have two important shortcomings: (i) the…

Machine Learning · Computer Science 2025-08-12 Numair Sani , Daniel Malinsky , Ilya Shpitser

Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find…

Machine Learning · Computer Science 2026-05-08 Kiyoung Om , Kyuil Sim , Taeyoung Yun , Hyeongyu Kang , Jinkyoo Park

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, particularly in hyperparameter tuning. However, standard BO assumes access to precise objective values, which may be unavailable, noisy, or unreliable…

Machine Learning · Statistics 2025-10-07 Tunde Fahd Egunjobi

Recent work has demonstrated the promise of combining local explanations with active learning for understanding and supervising black-box models. Here we show that, under specific conditions, these algorithms may misrepresent the quality of…

Artificial Intelligence · Computer Science 2020-07-21 Teodora Popordanoska , Mohit Kumar , Stefano Teso

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

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

Optimizing costly black-box functions within a constrained evaluation budget presents significant challenges in many real-world applications. Surrogate Optimization (SO) is a common resolution, yet its proprietary nature introduced by the…

Machine Learning · Computer Science 2024-10-21 Nazanin Nezami , Hadis Anahideh

Black box optimization requires specifying a search space to explore for solutions, e.g. a d-dimensional compact space, and this choice is critical for getting the best results at a reasonable budget. Unfortunately, determining a high…

Machine Learning · Computer Science 2021-12-20 Setareh Ariafar , Justin Gilmer , Zachary Nado , Jasper Snoek , Rodolphe Jenatton , George E. Dahl

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Offline model-based reinforcement learning (MBRL) enhances data efficiency by utilizing pre-collected datasets to learn models and policies, especially in scenarios where exploration is costly or infeasible. Nevertheless, its performance…

Machine Learning · Computer Science 2025-03-04 Haohong Lin , Wenhao Ding , Jian Chen , Laixi Shi , Jiacheng Zhu , Bo Li , Ding Zhao

Explainable artificial intelligence (XAI) has predominantly focused on generating model-centric explanations that approximate the behavior of black-box models. However, such explanations often overlook a fundamental aspect of…

Machine Learning · Computer Science 2026-04-22 Salvatore Greco , Jacek Karolczak , Roman Słowiński , Jerzy Stefanowski

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…

Methodology · Statistics 2025-12-30 Courtney Kyger , James Fernandez , John A. Grunenwald , James Braun , Annie Booth

Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these…

Machine Learning · Computer Science 2019-05-16 Lizheng Ma , Jiaxu Cui , Bo Yang

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

We consider Bayesian optimization of expensive-to-evaluate experiments that generate vector-valued outcomes over which a decision-maker (DM) has preferences. These preferences are encoded by a utility function that is not known in closed…

Machine Learning · Computer Science 2022-03-23 Zhiyuan Jerry Lin , Raul Astudillo , Peter I. Frazier , Eytan Bakshy

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Machine Learning · Computer Science 2025-11-26 Pavankumar Koratikere , Leifur Leifsson