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Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

Bayesian optimization (BO) is widely used for autonomous materials discovery, yet its classical sequential formulation is insufficient for design of experimental workflows that often combine parallel or batch synthesis with inherently…

Materials Science · Physics 2026-02-10 Boris Slautin , Sergei Kalinin

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

There has been a surge in interest in data-driven experimental design with applications to chemical engineering and drug manufacturing. Bayesian optimization (BO) has proven to be adaptable to such cases, since we can model the reactions of…

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Bayesian Optimisation (BO) is a technique used in optimising a $D$-dimensional function which is typically expensive to evaluate. While there have been many successes for BO in low dimensions, scaling it to high dimensions has been…

Machine Learning · Statistics 2016-05-16 Kirthevasan Kandasamy , Jeff Schneider , Barnabas Poczos

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

Machine Learning · Statistics 2021-11-08 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Machine Learning · Computer Science 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh