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Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by…

Machine Learning · Computer Science 2024-01-25 Jiayu Zhao , Renyu Yang , Shenghao Qiu , Zheng Wang

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

We design and analyse variations of the classical Thompson sampling (TS) procedure for Bayesian optimisation (BO) in settings where function evaluations are expensive, but can be performed in parallel. Our theoretical analysis shows that a…

Machine Learning · Statistics 2017-05-26 Kirthevasan Kandasamy , Akshay Krishnamurthy , Jeff Schneider , Barnabas Poczos

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 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

Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…

Machine Learning · Computer Science 2021-06-14 Eric Hans Lee , David Eriksson , Valerio Perrone , Matthias Seeger

This article develops a Bayesian optimization (BO) method which acts directly over raw strings, proposing the first uses of string kernels and genetic algorithms within BO loops. Recent applications of BO over strings have been hindered by…

Machine Learning · Computer Science 2020-10-05 Henry B. Moss , Daniel Beck , Javier Gonzalez , David S. Leslie , Paul Rayson

Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…

Machine Learning · Computer Science 2023-08-10 Wenlong Lyu , Shoubo Hu , Jie Chuai , Zhitang Chen

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Bayesian Optimization (BO) has been widely used to efficiently optimize expensive black-box functions with limited evaluations. In this paper, we investigate the use of BO for prompt engineering to enhance text classification with Large…

Artificial Intelligence · Computer Science 2025-10-17 Adam Ballew , Jingbo Wang , Shaogang Ren

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 HyunJae Lee , Heon Song , Hyeonsoo Lee , Gi-hyeon Lee , Suyeong Park , Donggeun Yoo

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

We propose a novel Bayesian optimization (BO) procedure aimed at identifying the ``profile optima'' of a deterministic black-box computer simulation that has a single control parameter and multiple nuisance parameters. The profile optima…

Methodology · Statistics 2025-12-30 Courtney Kyger , James Fernandez , John A. Grunenwald , James Braun , Annie Booth
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