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Related papers: Many Objective Bayesian Optimization

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In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

We present GP-MOBO, a novel multi-objective Bayesian Optimization algorithm that advances the state-of-the-art in molecular optimization. Our approach integrates a fast minimal package for Exact Gaussian Processes (GPs) capable of…

Machine Learning · Computer Science 2025-08-21 Anabel Yong

Multi-Objective Optimization (MOO) techniques have become increasingly popular in recent years due to their potential for solving real-world problems in various fields, such as logistics, finance, environmental management, and engineering.…

Neural and Evolutionary Computing · Computer Science 2024-07-15 Noor A. Rashed , Yossra H. Ali , Tarik A. Rashid , A. Salih

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…

Machine Learning · Computer Science 2026-05-13 Xinyu Zhang , Conor Hassan , Julien Martinelli , Daolang Huang , Samuel Kaski

While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…

Machine Learning · Computer Science 2021-04-20 Artur Souza , Luigi Nardi , Leonardo B. Oliveira , Kunle Olukotun , Marius Lindauer , Frank Hutter

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Optimization and Control · Mathematics 2023-04-04 Mickael Binois , Nicholson Collier , Jonathan Ozik

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Machine Learning · Statistics 2020-09-10 Erik Bodin , Markus Kaiser , Ieva Kazlauskaite , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Optimizing multiple competing black-box objectives is a challenging problem in many fields, including science, engineering, and machine learning. Multi-objective Bayesian optimization (MOBO) is a sample-efficient approach for identifying…

Machine Learning · Computer Science 2021-10-28 Samuel Daulton , Maximilian Balandat , Eytan Bakshy

Modern scientific and engineering design increasingly involves distributed optimization, where agents such as laboratories, simulations, or industrial partners pursue related goals under differing conditions. These agents often face…

Machine Learning · Statistics 2025-10-21 Zihan Wang , Yi-Ping Chen , Tuba Dolar , Wei Chen

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency…

Machine Learning · Computer Science 2026-02-03 Md Abir Hossen , Mohammad Ali Javidian , Vignesh Narayanan , Jason M. O'Kane , Pooyan Jamshidi

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

We consider multi-objective optimization (MOO) of an unknown vector-valued function in the non-parametric Bayesian optimization (BO) setting, with the aim being to learn points on the Pareto front of the objectives. Most existing BO…

Machine Learning · Computer Science 2020-08-21 Sayak Ray Chowdhury , Aditya Gopalan

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Machine learning problems with multiple objective functions appear either in learning with multiple criteria where learning has to make a trade-off between multiple performance metrics such as fairness, safety and accuracy; or, in…

Machine Learning · Computer Science 2024-03-20 Heshan Fernando , Han Shen , Miao Liu , Subhajit Chaudhury , Keerthiram Murugesan , Tianyi Chen

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…

Machine Learning · Computer Science 2025-10-10 Chih-Yu Chang , Milad Azvar , Chinedum Okwudire , Raed Al Kontar

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Despite all the benefits of automated hyperparameter optimization (HPO), most modern HPO algorithms are black-boxes themselves. This makes it difficult to understand the decision process which leads to the selected configuration, reduces…

Machine Learning · Computer Science 2023-02-14 Julia Moosbauer , Giuseppe Casalicchio , Marius Lindauer , Bernd Bischl