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Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Machine Learning · Computer Science 2023-05-02 Kunal Jain , Prabuchandran K. J. , Tejas Bodas

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

In robotics, optimizing controller parameters under safety constraints is an important challenge. Safe Bayesian optimization (BO) quantifies uncertainty in the objective and constraints to safely guide exploration in such settings.…

Machine Learning · Computer Science 2023-06-13 Jonas Rothfuss , Christopher Koenig , Alisa Rupenyan , Andreas Krause

Reinforcement learning algorithms can show strong variation in performance between training runs with different random seeds. In this paper we explore how this affects hyperparameter optimization when the goal is to find hyperparameter…

Machine Learning · Computer Science 2020-07-31 Lars Hertel , Pierre Baldi , Daniel L. Gillen

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Machine learning applications often require hyperparameter tuning. The hyperparameters usually drive both the efficiency of the model training process and the resulting model quality. For hyperparameter tuning, machine learning algorithms…

Machine Learning · Computer Science 2018-08-06 Patrick Koch , Oleg Golovidov , Steven Gardner , Brett Wujek , Joshua Griffin , Yan Xu

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO…

Machine Learning · Statistics 2025-09-30 Anthony Bardou , Antoine Gonon , Aryan Ahadinia , Patrick Thiran

Constraining Beyond the Standard Model theories usually involves scanning highly multi-dimensional parameter spaces and check observable predictions against experimental bounds and theoretical constraints. Such task is often timely and…

High Energy Physics - Phenomenology · Physics 2023-02-08 Fernando Abreu de Souza , Miguel Crispim Romão , Nuno Filipe Castro , Mehraveh Nikjoo , Werner Porod

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…

Machine Learning · Statistics 2019-05-08 Frithjof Gressmann , Franz J. Király , Bilal Mateen , Harald Oberhauser

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

Accurately predicting the performance of different optimization algorithms for previously unseen problem instances is crucial for high-performing algorithm selection and configuration techniques. In the context of numerical optimization,…

Neural and Evolutionary Computing · Computer Science 2021-04-23 Tome Eftimov , Anja Jankovic , Gorjan Popovski , Carola Doerr , Peter Korošec

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

Understanding generalization in deep learning is arguably one of the most important questions in deep learning. Deep learning has been successfully adopted to a large number of problems ranging from pattern recognition to complex decision…

Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…

Computer Vision and Pattern Recognition · Computer Science 2018-01-08 Jiazhuo Wang , Jason Xu , Xuejun Wang

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos