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Optimizing complex systems, from discovering therapeutic drugs to designing high-performance materials, remains a fundamental challenge across science and engineering, as the underlying rules are often unknown and costly to evaluate.…

Machine Learning · Computer Science 2026-01-13 Tailin Zhou , Zhilin Chen , Wenlong Lyu , Zhitang Chen , Danny H. K. Tsang , Jun Zhang

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Optimization modeling translates real decision-making problems into mathematical optimization models and solver-executable implementations. Although language models are increasingly used to generate optimization formulations and solver…

Artificial Intelligence · Computer Science 2026-05-13 Zhong Li , Qi Huang , Yuxuan Zhu , Mohammad Mohammadi Amiri , Niki van Stein , Thomas Bäck , Matthijs van Leeuwen , Zaiwen Wen , Lincen Yang

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

This document briefly describes the Black-Box Multi-Objective Optimization Benchmarking (BMOBench) platform. It presents the test problems, evaluation procedure, and experimental setup. To this end, the BMOBench is demonstrated by comparing…

Optimization and Control · Mathematics 2017-07-04 Abdullah Al-Dujaili , S. Suresh

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Existing studies in black-box optimization for machine learning suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing different optimization algorithms. Among other…

The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization…

Machine Learning · Computer Science 2023-07-26 Xiaobin Li , Kai Wu , Xiaoyu Zhang , Handing Wang , Jing Liu

This paper presents the results and insights from the black-box optimization (BBO) challenge at NeurIPS 2020 which ran from July-October, 2020. The challenge emphasized the importance of evaluating derivative-free optimizers for tuning the…

Machine Learning · Computer Science 2021-09-01 Ryan Turner , David Eriksson , Michael McCourt , Juha Kiili , Eero Laaksonen , Zhen Xu , Isabelle Guyon

We present a novel approach for constructing discrete optimization benchmarks that enables fine-grained control over problem properties, and such benchmarks can facilitate analyzing discrete algorithm behaviors. We build benchmark problems…

Neural and Evolutionary Computing · Computer Science 2026-04-09 Furong Ye , Frank Neumann , Thomas Bäck , Niki van Stein

Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

The growing ubiquity of machine learning (ML) has led it to enter various areas of computer science, including black-box optimization (BBO). Recent research is particularly concerned with Bayesian optimization (BO). BO-based algorithms are…

Machine Learning · Computer Science 2024-01-04 Elena Raponi , Nathanael Rakotonirina Carraz , Jérémy Rapin , Carola Doerr , Olivier Teytaud

Black-box optimization minimizes an objective function without derivatives or explicit forms. Such an optimization method with continuous variables has been successful in the fields of machine learning and material science. For discrete…

Model-based optimization (MBO) is increasingly applied to design problems in science and engineering. A common scenario involves using a fixed training set to train models, with the goal of designing new samples that outperform those…

Machine Learning · Computer Science 2023-11-10 Farhan Damani , David H Brookes , Theodore Sternlieb , Cameron Webster , Stephen Malina , Rishi Jajoo , Kathy Lin , Sam Sinai

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

The objective of this Philosophiae Doctor (Ph.D) thesis is to propose an efficient approach for optimizing a multidisciplinary black-box model when the optimization problem is constrained and involves a large number of mixed integer design…

Optimization and Control · Mathematics 2025-07-24 Paul Saves

Most black-box optimization methods require extensive hyperparameter tuning, often limiting their ability to generalize across different optimization domains. Foundation models for black-box optimization that learn optimization principles…

Machine Learning · Computer Science 2026-05-25 Aaron Klein , Herilalaina Rakotoarison , Luca Thale-Bombien , David Salinas

Data-driven offline model-based optimization (MBO) is an established practical approach to black-box computational design problems for which the true objective function is unknown and expensive to query. However, the standard approach which…

Machine Learning · Computer Science 2023-04-03 Sathvik Kolli