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Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

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

Zeroth-order local optimisation algorithms are essential for solving real-valued black-box optimisation problems. Among these, Natural Evolution Strategies (NES) represent a prominent class, particularly well-suited for scenarios where…

Machine Learning · Computer Science 2025-07-11 Pierre Osselin , Masaki Adachi , Xiaowen Dong , Michael A. Osborne

Bayesian optimization is a powerful method for automating tuning of compilers. The complex landscape of autotuning provides a myriad of rarely considered structural challenges for black-box optimizers, and the lack of standardized…

Machine Learning · Computer Science 2025-04-09 Jacob O. Tørring , Carl Hvarfner , Luigi Nardi , Magnus Själander

Benchmarking is essential for developing and evaluating black-box optimization algorithms, providing a structured means to analyze their search behavior. Its effectiveness relies on carefully selected problem sets used for evaluation. To…

Neural and Evolutionary Computing · Computer Science 2025-11-17 Iván Olarte Rodríguez , Maria Laura Santoni , Fabian Duddeck , Carola Doerr , Thomas Bäck , Elena Raponi

Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

Machine Learning · Computer Science 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

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 (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

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…

Machine Learning · Computer Science 2020-03-13 Tong Yu , Hong Zhu

Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer…

Machine Learning · Computer Science 2024-02-15 Zhou Fan , Xinran Han , Zi Wang

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

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

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

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

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Many black-box optimization tasks arising in high-stakes applications require risk-averse decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the expected value only. We generalize BO to trade mean and…

Machine Learning · Computer Science 2021-11-10 Anastasiia Makarova , Ilnura Usmanova , Ilija Bogunovic , Andreas Krause

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

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