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Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

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

Recommender systems (RSs) play a crucial role in shaping our digital interactions, influencing how we access and engage with information across various domains. Traditional research has predominantly centered on maximizing recommendation…

Machine Learning · Computer Science 2025-02-20 Hongxu Wang , Zhu Sun , Yingpeng Du , Lu Zhang , Tiantian He , Yew-Soon Ong

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

With modern requirements, there is an increasing tendency of considering multiple objectives/criteria simultaneously in many Software Engineering (SE) scenarios. Such a multi-objective optimization scenario comes with an important issue --…

Software Engineering · Computer Science 2020-12-01 Miqing Li , Tao Chen , Xin Yao

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

This paper extends safety guarantees for multi-task Bayesian optimization with uncertain co-regionalization matrices from intrinsic co-regionalization models to linear models of co-regionalization. The latter allows for more flexible…

Machine Learning · Computer Science 2026-05-21 Jannis Lübsen , Annika Eichler

A multi-fidelity simulator is a numerical model, in which one of the inputs controls a trade-off between the realism and the computational cost of the simulation. Our goal is to estimate the probability of exceeding a given threshold on a…

Methodology · Statistics 2021-03-31 Rémi Stroh , Julien Bect , Séverine Demeyer , Nicolas Fischer , Emmanuel Vazquez

Aircraft aerodynamic design optimization must account for the varying operating conditions along the cruise segment as opposed to designing at one fixed operating condition, to arrive at more realistic designs. Conventional approaches…

Optimization and Control · Mathematics 2025-12-03 Kade Carlson , Ashwin Renganathan

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

Machine Learning · Computer Science 2023-11-27 Sunwoong Yang , Kwanjung Yee

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an…

Methodology · Statistics 2012-02-13 Il Memming Park , Marcel Nassar , Mijung Park

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

The vulnerability of machine learning models to adversarial attacks remains a critical security challenge. Traditional defenses, such as adversarial training, typically robustify models by minimizing a worst-case loss. However, these…

Machine Learning · Statistics 2025-10-13 Pablo G. Arce , Roi Naveiro , David Ríos Insua

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Optimization and Control · Mathematics 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski