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Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Machine Learning · Computer Science 2025-08-27 Quanlin Chen , Yiyu Chen , Jing Huo , Tianyu Ding , Yang Gao , Yuetong Chen

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

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

Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

Optimization and Control · Mathematics 2024-01-17 Artur M. Schweidtmann , Dominik Bongartz , Daniel Grothe , Tim Kerkenhoff , Xiaopeng Lin , Jaromil Najman , Alexander Mitsos

The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only…

Machine Learning · Statistics 2015-10-16 Javier González , Zhenwen Dai , Philipp Hennig , Neil D. Lawrence

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

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

The Linac Coherent Light Source changes configurations multiple times per day, necessitating fast tuning strategies to reduce setup time for successive experiments. To this end, we employ a Bayesian approach to transport optics tuning to…

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Machine Learning · Statistics 2021-09-22 Panagiotis Tsilifis , Piyush Pandita , Sayan Ghosh , Valeria Andreoli , Thomas Vandeputte , Liping Wang

We provide a method to solve optimization problem when objective function is a complex stochastic simulator of an urban transportation system. To reach this goal, a Bayesian optimization framework is introduced. We show how the choice of…

Computation · Statistics 2019-01-15 Laura Schultz , Vadim Sokolov

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

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

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…

Machine Learning · Computer Science 2019-07-08 Javier Garcia-Barcos , Ruben Martinez-Cantin

Bayesian optimization (BO), which uses a Gaussian process (GP) as a surrogate to model its objective function, is popular for black-box optimization. However, due to the limitations of GPs, BO underperforms in some problems such as those…

Machine Learning · Computer Science 2022-10-14 Zhongxiang Dai , Yao Shu , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa