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We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

This study proposes a novel method for simplifying inequality constraints in Higher-Order Binary Optimization (HOBO) formulations. The proposed method addresses challenges associated with Quadratic Unconstrained Binary Optimization (QUBO)…

Optimization and Control · Mathematics 2025-01-22 Yuichiro Minato

Bayesian quadrature optimization (BQO) maximizes the expectation of an expensive black-box integrand taken over a known probability distribution. In this work, we study BQO under distributional uncertainty in which the underlying…

Machine Learning · Computer Science 2020-01-22 Thanh Tang Nguyen , Sunil Gupta , Huong Ha , Santu Rana , Svetha Venkatesh

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

We present a data-driven Bayesian nonparametric approach for global optimization (DaBNO) of stochastic black-box function. The function value depends on the distribution of a random vector. However, this distribution is usually complex and…

Optimization and Control · Mathematics 2024-02-28 Haowei Wang , Xun Zhang , Szu Hui Ng , Songhao Wang

The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…

Machine Learning · Computer Science 2022-03-11 Kourosh Hakhamaneshi , Pieter Abbeel , Vladimir Stojanovic , Aditya Grover

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

Faced with problems of increasing complexity, recent research in Bayesian Optimisation (BO) has focused on adapting deep probabilistic models as flexible alternatives to Gaussian Processes (GPs). In a similar vein, this paper investigates…

Machine Learning · Computer Science 2022-05-31 Alexandre Maraval , Matthieu Zimmer , Antoine Grosnit , Rasul Tutunov , Jun Wang , Haitham Bou Ammar

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

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

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, particularly in hyperparameter tuning. However, standard BO assumes access to precise objective values, which may be unavailable, noisy, or unreliable…

Machine Learning · Statistics 2025-10-07 Tunde Fahd Egunjobi

Optimizing objective functions stands to benefit significantly from leveraging quantum computers, promising enhanced solution quality across various application domains in the future. However, harnessing the potential of quantum solvers…

Quantum Physics · Physics 2025-10-15 Deborah Volpe , Nils Quetschlich , Mariagrazia Graziano , Giovanna Turvani , Robert Wille

Many problems in science and engineering involve optimizing an expensive black-box function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations,…

Machine Learning · Computer Science 2023-08-22 Siddarth Krishnamoorthy , Satvik Mehul Mashkaria , Aditya Grover

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Machine Learning · Statistics 2023-01-18 Jonathan Foldager , Mikkel Jordahn , Lars Kai Hansen , Michael Riis Andersen

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Machine Learning · Computer Science 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman

The optimization of expensive black-box functions is ubiquitous in science and engineering. A common solution to this problem is Bayesian optimization (BO), which is generally comprised of two components: (i) a surrogate model and (ii) an…

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Machine Learning · Computer Science 2023-03-06 Aryan Deshwal , Sebastian Ament , Maximilian Balandat , Eytan Bakshy , Janardhan Rao Doppa , David Eriksson

Meta-Black-Box Optimization (MetaBBO) garners attention due to its success in automating the configuration and generation of black-box optimizers, significantly reducing the human effort required for optimizer design and discovering…

Machine Learning · Computer Science 2025-05-20 Jiyuan Pei , Yi Mei , Jialin Liu , Mengjie Zhang

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
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