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Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

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

A high fidelity fluid-structure interaction simulation may require many days to run, on hundreds of cores. This poses a serious burden, both in terms of time and economic considerations, when repetitions of such simulations may be required…

Computational Engineering, Finance, and Science · Computer Science 2021-04-12 Wensi Wu , Christophe Bonneville , Christopher J. Earls

Bayesian Optimization (BO) has been recognized for its effectiveness in optimizing expensive and complex objective functions. Recent advancements in Latent Bayesian Optimization (LBO) have shown promise by integrating generative models such…

Machine Learning · Computer Science 2025-04-22 Seunghun Lee , Jinyoung Park , Jaewon Chu , Minseo Yoon , Hyunwoo J. Kim

Designing predictive controllers towards optimal closed-loop performance while maintaining safety and stability is challenging. This work explores closed-loop learning for predictive control parameters under imperfect information while…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Sebastian Hirt , Maik Pfefferkorn , Ali Mesbah , Rolf Findeisen

Climate-controlled cabins have for decades been standard in vehicles. Model Predictive Controllers (MPCs) have shown promising results in achieving temperature tracking in vehicle cabins and may improve upon model-free control performance.…

Systems and Control · Electrical Eng. & Systems 2023-10-06 David Stenger , Tim Reuscher , Heike Vallery , Dirk Abel

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…

Machine Learning · Statistics 2025-03-26 Jean Durand , Yashas Annadani , Stefan Bauer , Sonali Parbhoo

Bayesian optimization (BO) is a widely used approach to hyperparameter optimization (HPO). However, most existing HPO methods only incorporate expert knowledge during initialization, limiting practitioners' ability to influence the…

Machine Learning · Computer Science 2026-02-04 Lukas Fehring , Marcel Wever , Maximilian Spliethöver , Leona Hennig , Henning Wachsmuth , Marius Lindauer

Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…

Machine Learning · Computer Science 2025-11-04 Diantong Li , Kyunghyun Cho , Chong Liu

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

Machine Learning · Computer Science 2025-01-24 Zhendong Guo , Yew-Soon Ong , Tiantian He , Haitao Liu

Controller tuning based on black-box optimization allows to automatically tune performance-critical parameters w.r.t. mostly arbitrary high-level closed-loop control objectives. However, a comprehensive benchmark of different black-box…

Systems and Control · Electrical Eng. & Systems 2022-11-07 David Stenger , Dirk Abel

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

Consensus-based optimization (CBO) is a versatile multi-particle metaheuristic optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. It has proven effective in various applications…

Optimization and Control · Mathematics 2026-05-12 Massimo Fornasier , Peter Richtárik , Konstantin Riedl , Lukang Sun

Safety is of paramount importance in control systems to avoid costly risks and catastrophic damages. The control barrier function (CBF) method, a promising solution for safety-critical control, poses a new challenge of enhancing control…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Shengbo Wang , Ke Li , Zheng Yan , Zhenyuan Guo , Song Zhu , Guanghui Wen , Shiping Wen

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh