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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

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

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

When designing new materials, it is often necessary to design a material with specific desired properties. Unfortunately, as new design variables are added, the search space grows exponentially, which makes synthesizing and validating the…

Machine Learning · Computer Science 2025-10-10 Shaan Pakala , Aldair E. Gongora , Brian Giera , Evangelos E. Papalexakis

Gaussian Process (GP) kernels are central to Bayesian optimization (BO), yet designing effective kernels for high-dimensional problems still relies on extensive manual engineering. Existing automated approaches struggle in high dimensions…

Machine Learning · Computer Science 2026-05-21 Taeyoung Yun , Woocheol Shin , Inhyuck Song , Jaewoo Lee , Jinkyoo Park

We propose a novel constrained Bayesian Optimization (BO) algorithm optimizing the design process of Laterally-Diffused Metal-Oxide-Semiconductor (LDMOS) transistors while realizing a target Breakdown Voltage (BV). We convert the…

Machine Learning · Computer Science 2023-08-21 Ping-Ju Chuang , Ali Saadat , Sara Ghazvini , Hal Edwards , William G. Vandenberghe

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

Machine Learning · Statistics 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…

Machine Learning · Statistics 2019-10-29 Changyong Oh , Jakub M. Tomczak , Efstratios Gavves , Max Welling

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Huong Ha , Svetha Venkatesh

Optimization in the latent space of variational autoencoders is a promising approach to generate high-dimensional discrete objects that maximize an expensive black-box property (e.g., drug-likeness in molecular generation, function…

Machine Learning · Computer Science 2021-07-02 Pascal Notin , José Miguel Hernández-Lobato , Yarin Gal

In practical Bayesian optimization, we must often search over structures with differing numbers of parameters. For instance, we may wish to search over neural network architectures with an unknown number of layers. To relate performance…

Machine Learning · Statistics 2014-09-16 Kevin Swersky , David Duvenaud , Jasper Snoek , Frank Hutter , Michael A. Osborne

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Many real-world problems, such as airfoil design, involve optimizing a black-box expensive objective function over complex structured input space (e.g., discrete space or non-Euclidean space). By mapping the complex structured input space…

Computational Engineering, Finance, and Science · Computer Science 2025-01-24 Zhendong Guo , Haitao Liu , Yew-Soon Ong , Xinghua Qu , Yuzhe Zhang , Jianmin Zheng

Although Bayesian Optimization (BO) has been employed for accelerating materials design in computational materials engineering, existing works are restricted to problems with quantitative variables. However, real designs of materials…

Machine Learning · Statistics 2019-10-07 Yichi Zhang , Daniel Apley , Wei Chen

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Complex dynamical systems, such as particle accelerators, often require complicated and time-consuming tuning procedures for optimal performance. It may also be required that these procedures estimate the optimal system parameters, which…

Machine Learning · Computer Science 2024-12-03 Mahindra Rautela , Alan Williams , Alexander Scheinker

Bayesian optimization (BO) is a powerful class of algorithms for optimizing expensive black-box functions, but designing effective BO algorithms remains a manual, expertise-driven task. Recent advancements in Large Language Models (LLMs)…

Machine Learning · Computer Science 2025-05-28 Wenhu Li , Niki van Stein , Thomas Bäck , Elena Raponi

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen