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The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

In this paper, we propose an approach for an application of Bayesian optimization using Sequential Monte Carlo (SMC) and concepts from the statistical physics of classical systems. Our method leverages the power of modern machine learning…

Computation · Statistics 2024-09-06 Anton Lebedev , Thomas Warford , M. Emre Şahin

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-08-04 Hauke F. Maathuis , Roeland De Breuker , Saullo G. P. Castro

The probabilistic surrogates used by Bayesian optimizers make them popular methods when function evaluations are noisy or expensive to evaluate. While Bayesian optimizers are traditionally used for global optimization, their benefits are…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g.,…

Machine Learning · Computer Science 2023-02-24 Natalie Maus , Haydn T. Jones , Juston S. Moore , Matt J. Kusner , John Bradshaw , Jacob R. Gardner

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

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 the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Machine Learning · Statistics 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…

Machine Learning · Computer Science 2023-01-12 Jose Pablo Folch , Shiqiang Zhang , Robert M Lee , Behrang Shafei , David Walz , Calvin Tsay , Mark van der Wilk , Ruth Misener

Recent efforts in smart manufacturing have enhanced aerospace fuselage assembly processes, particularly by innovating shape adjustment techniques to minimize dimensional gaps between assembled sections. Existing approaches have shown…

Machine Learning · Computer Science 2025-12-01 Jiayu Liu , Chong Liu , Trevor Rhone , Yinan Wang

Batch Bayesian optimisation (BO) has been successfully applied to hyperparameter tuning using parallel computing, but it is wasteful of resources: workers that complete jobs ahead of others are left idle. We address this problem by…

Machine Learning · Statistics 2019-05-29 Ahsan S. Alvi , Binxin Ru , Jan Calliess , Stephen J. Roberts , Michael A. Osborne