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Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…

Machine Learning · Statistics 2024-12-12 James T. Wilson

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Gaussian Process (GP) models are popular statistical surrogates used for emulating computationally expensive computer simulators. The quality of a GP model fit can be assessed by a goodness of fit measure based on optimized likelihood.…

Computation · Statistics 2013-09-27 Andrew Butler , Thomas D. Humphries , Pritam Ranjan , Ronald D. Haynes

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

This paper presents a Bayesian optimization framework for the automatic tuning of shared controllers which are defined as a Model Predictive Control (MPC) problem. The proposed framework includes the design of performance metrics as well as…

This paper studies the problem of performing a sequence of optimal interventions in a causal dynamical system where both the target variable of interest and the inputs evolve over time. This problem arises in a variety of domains e.g.…

Machine Learning · Statistics 2021-10-27 Virginia Aglietti , Neil Dhir , Javier González , Theodoros Damoulas

Bayesian spectral deconvolution provides a data-driven framework for mathematical model selection and parameter estimation from spectral data. Although highly versatile, it becomes computationally expensive as the number of model…

Computation · Statistics 2026-04-07 Tomohiro Nabika , Yui Hayashi , Masato Okada

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Optimization and Control · Mathematics 2022-02-10 Joel A. Paulson , Congwen Lu

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…

Machine Learning · Computer Science 2023-01-12 Jose Pablo Folch , Shiqiang Zhang , Robert M Lee , Behrang Shafei , David Walz , Calvin Tsay , Mark van der Wilk , Ruth Misener

Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these…

Optimization and Control · Mathematics 2024-05-14 Paul Saves , Youssef Diouane , Nathalie Bartoli , Thierry Lefebvre , Joseph Morlier

Gaussian Boson Sampling (GBS) is a quantum computational model that leverages linear optics to solve sampling problems believed to be classically intractable. Recent experimental breakthroughs have demonstrated quantum advantage using GBS,…

Quantum Physics · Physics 2026-01-29 Jesua Epequin , Pascale Bendotti , Joseph Mikael

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…

Machine Learning · Statistics 2022-02-18 Yan Zuo , Amir Dezfouli , Iadine Chades , David Alexander , Benjamin Ward Muir

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Methodology · Statistics 2023-06-14 Thomas Y. Sun , Daniel R. Kowal

There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…

Machine Learning · Computer Science 2021-04-07 Zhongkai Shangguan , Lei Lin , Wencheng Wu , Beilei Xu