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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 is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow

In applications such as molecule design or drug discovery, it is desirable to have an algorithm which recommends new candidate molecules based on the results of past tests. These molecules first need to be synthesized and then tested for…

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

We study Bayesian optimization (BO) in high-dimensional and non-stationary scenarios. Existing algorithms for such scenarios typically require extensive hyperparameter tuning, which limits their practical effectiveness. We propose a…

Machine Learning · Computer Science 2023-07-26 Fengxue Zhang , Jialin Song , James Bowden , Alexander Ladd , Yisong Yue , Thomas A. Desautels , Yuxin Chen

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive…

Machine Learning · Computer Science 2017-07-19 Ruben Martinez-Cantin , Michael McCourt , Kevin Tee

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

Optimization of LLM training and inference configurations, such as hyperparameters, data mixtures, and prompts, is critical to performance, but it is often approached heuristically in practice, leading to potentially suboptimal outcomes. By…

Machine Learning · Computer Science 2026-05-19 Ruth Wan Theng Chew , Zhiliang Chen , Apivich Hemachandra , Bryan Kian Hsiang Low

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

Machine Learning · Statistics 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

Optimization and Control · Mathematics 2025-02-07 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause