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Dynamic pricing is the practice of adjusting the selling price of a product to maximize a firm's revenue by responding to market demand. The literature typically distinguishes between two settings: infinite inventory, where the firm has…

Machine Learning · Computer Science 2025-10-15 Anush Anand , Pranav Agrawal , Tejas Bodas

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

This paper studies the challenging black-box adversarial attack that aims to generate adversarial examples against a black-box model by only using output feedback of the model to input queries. Some previous methods improve the query…

Machine Learning · Computer Science 2024-05-30 Shuyu Cheng , Yibo Miao , Yinpeng Dong , Xiao Yang , Xiao-Shan Gao , Jun Zhu

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…

Robotics · Computer Science 2026-04-03 Johanna Menn , David Stenger , Sebastian Trimpe

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

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

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Optimization and Control · Mathematics 2022-02-10 Joel A. Paulson , Congwen Lu

Bayesian Optimization (BO) is a framework for black-box optimization that is especially suitable for expensive cost functions. Among the main parts of a BO algorithm, the acquisition function is of fundamental importance, since it guides…

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

Machine Learning · Computer Science 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Cyber-physical systems (CPSs) are often complex and safety-critical, making it both challenging and crucial to ensure that the system's specifications are met. Simulation-based falsification is a practical testing technique for increasing…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Zahra Ramezani , Kenan Šehić , Luigi Nardi , Knut Åkesson

Bayesian Optimization (BO) is a widely-used method for optimizing expensive-to-evaluate black-box functions. Traditional BO assumes that the learner has full control over all query variables without additional constraints. However, in many…

Machine Learning · Computer Science 2024-12-23 Vu Viet Hoang , Quoc Anh Hoang Nguyen , Hung Tran The

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

Robotics · Computer Science 2020-11-02 Matthias Humt , Jongseok Lee , Rudolph Triebel

Motivated by the growing need for black-box optimization and data privacy, we introduce a collaborative Bayesian optimization (BO) framework that addresses both of these challenges. In this framework agents work collaboratively to optimize…

Machine Learning · Computer Science 2025-04-16 Donglin Zhan , Haoting Zhang , Rhonda Righter , Zeyu Zheng , James Anderson

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

The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands as one of the best…

Neural and Evolutionary Computing · Computer Science 2023-05-19 Shay Snyder , Sumedh R. Risbud , Maryam Parsa

Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

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