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Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…

Machine Learning · Computer Science 2024-05-09 Yucen Lily Li , Tim G. J. Rudner , Andrew Gordon Wilson

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Building a surrogate model of an objective function has shown to be effective to assist evolutionary algorithms (EAs) to solve real-world complex optimisation problems which involve either computationally expensive numerical simulations or…

Neural and Evolutionary Computing · Computer Science 2020-02-11 Xiaoran Ruan , Ke Li , Bilel Derbel , Arnaud Liefooghe

MATSuMoTo is the MATLAB Surrogate Model Toolbox for computationally expensive, black-box, global optimization problems that may have continuous, mixed-integer, or pure integer variables. Due to the black-box nature of the objective…

Optimization and Control · Mathematics 2014-04-17 Juliane Mueller

Explainable AI is a crucial component for edge services, as it ensures reliable decision making based on complex AI models. Surrogate models are a prominent approach of XAI where human-interpretable models, such as a linear regression…

Machine Learning · Computer Science 2025-03-12 Foivos Charalampakos , Thomas Tsouparopoulos , Iordanis Koutsopoulos

Carefully designed activation functions can improve the performance of neural networks in many machine learning tasks. However, it is difficult for humans to construct optimal activation functions, and current activation function search…

Machine Learning · Computer Science 2023-11-10 Garrett Bingham , Risto Miikkulainen

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…

Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…

Machine Learning · Computer Science 2023-02-10 Jonas Nüßlein , Christoph Roch , Thomas Gabor , Jonas Stein , Claudia Linnhoff-Popien , Sebastian Feld

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Machine Learning · Computer Science 2026-04-16 Thomas Bartz-Beielstein

A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for…

Machine Learning · Computer Science 2021-07-28 Laurens Bliek , Arthur Guijt , Sicco Verwer , Mathijs de Weerdt

Many real-world problems have expensive-to-compute fitness functions and are multi-objective in nature. Surrogate-assisted evolutionary algorithms are often used to tackle such problems. Despite this, literature about analysing the fitness…

Neural and Evolutionary Computing · Computer Science 2024-04-11 C. J. Rodriguez , S. L. Thomson , T. Alderliesten , P. A. N. Bosman

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization…

Machine Learning · Computer Science 2023-07-26 Xiaobin Li , Kai Wu , Xiaoyu Zhang , Handing Wang , Jing Liu

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

Machine Learning · Computer Science 2025-01-24 Zhendong Guo , Yew-Soon Ong , Tiantian He , Haitao Liu

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 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

Benchmarking plays an important role in the development of novel search algorithms as well as for the assessment and comparison of contemporary algorithmic ideas. This paper presents common principles that need to be taken into account when…

Neural and Evolutionary Computing · Computer Science 2018-10-08 Michael Hellwig , Hans-Georg Beyer