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In many real-world optimization problems, we have prior information about what objective function values are achievable. In this paper, we study the scenario that we have either exact knowledge of the minimum value or a, possibly inexact,…

Machine Learning · Computer Science 2025-09-26 Hanyang Wang , Juergen Branke , Matthias Poloczek

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

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 optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

Bayesian optimization has emerged as a prominent methodology for optimizing expensive black-box functions by leveraging Gaussian process surrogates, which focus on capturing the global characteristics of the objective function. However, in…

Machine Learning · Computer Science 2026-03-03 Qiyu Wei , Haowei Wang , Richard Allmendinger , Mauricio A. Álvarez

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 powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

Machine Learning · Computer Science 2026-05-12 Marshal Arijona Sinaga , Julien Martinelli , Teemu Turpeinen , Samuel Kaski

Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…

Machine Learning · Computer Science 2025-11-12 Shu Hong , Yongsheng Mei , Mahdi Imani , Tian Lan

Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good…

Machine Learning · Computer Science 2024-02-16 Carl Hvarfner , Erik Hellsten , Frank Hutter , Luigi Nardi

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

In the field of machine learning (ML) for materials optimization, active learning algorithms, such as Bayesian Optimization (BO), have been leveraged for guiding autonomous and high-throughput experimentation systems. However, very few…

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 a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

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