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Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

Machine Learning · Statistics 2021-11-08 Tristan Fauvel , Matthew Chalk

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Machine Learning · Computer Science 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Machine Learning · Computer Science 2020-10-23 Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

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

Bayesian Optimization (BO) is a surrogate-assisted global optimization technique that has been successfully applied in various fields, e.g., automated machine learning and design optimization. Built upon a so-called infill-criterion and…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Elena Raponi , Hao Wang , Mariusz Bujny , Simonetta Boria , Carola Doerr

Fine-tuning pre-trained models for downstream tasks is a widely adopted technique known for its adaptability and reliability across various domains. Despite its conceptual simplicity, fine-tuning entails several troublesome engineering…

Artificial Intelligence · Computer Science 2024-12-30 Chaeyun Jang , Hyungi Lee , Jungtaek Kim , Juho Lee

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

Safe Bayesian optimization (BO) with Gaussian processes is an effective tool for tuning control policies in safety-critical real-world systems, specifically due to its sample efficiency and safety guarantees. However, most safe BO…

Optimization and Control · Mathematics 2025-12-15 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Alexander von Rohr , David Stenger , Dominik Scheurenberg , Sebastian Trimpe

The performance of deep neural networks (DNN) is very sensitive to the particular choice of hyper-parameters. To make it worse, the shape of the learning curve can be significantly affected when a technique like batchnorm is used. As a…

Machine Learning · Computer Science 2019-05-24 Hyunghun Cho , Yongjin Kim , Eunjung Lee , Daeyoung Choi , Yongjae Lee , Wonjong Rhee

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…

Machine Learning · Computer Science 2025-10-27 Dong Bok Lee , Aoxuan Silvia Zhang , Byungjoo Kim , Junhyeon Park , Steven Adriaensen , Juho Lee , Sung Ju Hwang , Hae Beom Lee

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

The need to collect data via expensive measurements of black-box functions is prevalent across science, engineering and medicine. As an example, hyperparameter tuning of a large AI model is critical to its predictive performance but is…

Machine Learning · Computer Science 2025-05-19 Takuya Kanazawa