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Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

Bayesian Optimisation (BO) is a powerful tool for optimising expensive blackbox functions but its effectiveness diminishes in highdimensional spaces due to sparse data and poor surrogate model scalability While Variational Autoencoder (VAE)…

Machine Learning · Computer Science 2025-10-13 Junyu Xuan , Wenlong Chen , Yingzhen Li

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

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

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

The high cost of acquiring labels is one of the main challenges in deploying supervised machine learning algorithms. Active learning is a promising approach to control the learning process and address the difficulties of data labeling by…

Machine Learning · Computer Science 2019-11-19 Farhad Pourkamali-Anaraki , Michael B. Wakin

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

Simulation-based optimization of complex systems over discrete decision spaces is a challenging computational problem. Specifically, discrete decision spaces lead to a combinatorial explosion of possible alternatives, making it…

Optimization and Control · Mathematics 2025-10-17 Gabriel Hernández-Morales , Brenda Cansino-Loeza , Arturo Jiménez-Gutiérrez , Victor M. Zavala

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g.,…

Machine Learning · Computer Science 2023-02-24 Natalie Maus , Haydn T. Jones , Juston S. Moore , Matt J. Kusner , John Bradshaw , Jacob R. Gardner

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

Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast…

Machine Learning · Computer Science 2025-02-27 Julius Aka , Johannes Brunnemann , Jörg Eiden , Arne Speerforck , Lars Mikelsons

Bayesian optimization (BO) is an efficient framework for optimizing expensive black-box functions. However, it is typically formulated as learning an end-to-end mapping from inputs to scalar objectives, thereby discarding the potentially…

Machine Learning · Computer Science 2026-05-12 Wenbin Wang , Colin N. Jones

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone