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A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…

Machine Learning · Statistics 2019-10-29 Changyong Oh , Jakub M. Tomczak , Efstratios Gavves , Max Welling

Cooking typically involves a plethora of decisions about ingredients and tools that need to be chosen in order to write a good cooking recipe. Cooking can be modelled in an optimization framework, as it involves a search space of…

Artificial Intelligence · Computer Science 2020-02-04 Eduardo C. Garrido-Merchán , Alejandro Albarca-Molina

We propose functional causal Bayesian optimization (fCBO), a method for finding interventions that optimize a target variable in a known causal graph. fCBO extends the CBO family of methods to enable functional interventions, which set a…

Machine Learning · Statistics 2023-06-14 Limor Gultchin , Virginia Aglietti , Alexis Bellot , Silvia Chiappa

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but…

Machine Learning · Computer Science 2026-05-11 Nick Leenders , Thomas Quadt , Boris Cule , Roy Lindelauf , Herman Monsuur , Joost van Oijen , Mark Voskuijl

Preferential Bayesian optimization (PBO) learns latent utilities from pairwise comparisons, but most existing methods assume homoscedastic comparison noise. This is inadequate in human-in-the-loop settings, where a user may compare some…

Machine Learning · Computer Science 2026-05-19 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

We study the problem of tuning the parameters of a room temperature controller to minimize its energy consumption, subject to the constraint that the daily cumulative thermal discomfort of the occupants is below a given threshold. We…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Wenjie Xu , Bratislav Svetozarevic , Loris Di Natale , Philipp Heer , Colin N Jones

This paper studies the problem of performing a sequence of optimal interventions in a causal dynamical system where both the target variable of interest and the inputs evolve over time. This problem arises in a variety of domains e.g.…

Machine Learning · Statistics 2021-10-27 Virginia Aglietti , Neil Dhir , Javier González , Theodoros Damoulas

In applications such as molecule design or drug discovery, it is desirable to have an algorithm which recommends new candidate molecules based on the results of past tests. These molecules first need to be synthesized and then tested for…

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

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

Modern deep learning techniques have enabled advances in image-based dietary assessment such as food recognition and food portion size estimation. Valuable information on the types of foods and the amount consumed are crucial for prevention…

Computer Vision and Pattern Recognition · Computer Science 2021-02-02 Jiangpeng He , Runyu Mao , Zeman Shao , Janine L. Wright , Deborah A. Kerr , Carol J. Boushey , Fengqing Zhu

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

The design of food diets in the context of animal nutrition is a complex problem that aims to develop cost-effective formulations while balancing minimum nutritional content. Traditional approaches based on theoretical models of metabolic…

Artificial Intelligence · Computer Science 2024-09-20 Gabriel D. Uribe-Guerra , Danny A. Múnera-Ramírez , Julián D. Arias-Londoño

Preferential Bayesian optimisation (PBO) deals with optimisation problems where the objective function can only be accessed via preference judgments, such as "this is better than that" between two candidate solutions (like in A/B tests or…

Machine Learning · Computer Science 2021-04-02 Alessio Benavoli , Dario Azzimonti , Dario Piga

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda