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When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

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 a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

We present an extension of Monte Carlo Tree Search (MCTS) that strongly increases its efficiency for trees with asymmetry and/or loops. Asymmetric termination of search trees introduces a type of uncertainty for which the standard upper…

Machine Learning · Statistics 2018-05-24 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Monte-Carlo Tree Search (MCTS) is a powerful tool for many non-differentiable search related problems such as adversarial games. However, the performance of such approach highly depends on the order of the nodes that are considered at each…

Computer Vision and Pattern Recognition · Computer Science 2025-03-28 Mehraveh Javan Roshtkhari , Matthew Toews , Marco Pedersoli

A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…

Methodology · Statistics 2023-01-04 Christian Staerk , Maria Kateri , Ioannis Ntzoufras

Mobile robots hold great promise in reducing the need for humans to perform jobs such as vacuuming, seeding,harvesting, painting, search and rescue, and inspection. In practice, these tasks must often be done without an exact map of the…

Multiagent Systems · Computer Science 2020-02-12 Phillip Hyatt , Zachary Brock , Marc D. Killpack

Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Matthias Poloczek , Luigi Nardi

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…

Statistics Theory · Mathematics 2015-06-01 Yun Yang , Martin J. Wainwright , Michael I. Jordan

High-dimensional Bayesian Optimization (BO) has attracted significant attention in recent research. However, existing methods have mainly focused on optimizing in continuous domains, while combinatorial (ordinal and categorical) and mixed…

Machine Learning · Statistics 2025-08-26 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

This study investigates the combined use of generative grammar rules and Monte Carlo Tree Search (MCTS) for optimizing truss structures. Our approach accommodates intermediate construction stages characteristic of progressive construction…

Computational Engineering, Finance, and Science · Computer Science 2025-04-03 Gabriel Garayalde , Luca Rosafalco , Matteo Torzoni , Alberto Corigliano

Sequential decision-making under cost-sensitive tasks is prohibitively daunting, especially for the problem that has a significant impact on people's daily lives, such as malaria control, treatment recommendation. The main challenge faced…

Machine Learning · Computer Science 2021-05-06 Lixin Zou , Long Xia , Linfang Hou , Xiangyu Zhao , Dawei Yin

Due to the large combinatorial problem, current beam orientation optimization algorithms for radiotherapy, such as column generation (CG), are typically heuristic or greedy in nature, leading to suboptimal solutions. We propose a…

Medical Physics · Physics 2020-04-15 Azar Sadeghnejad-Barkousaraie , Gyanendra Bohara , Steve Jiang , Dan Nguyen

The Monte Carlo simulation (MCS) is a statistical methodology used in a large number of applications. It uses repeated random sampling to solve problems with a probability interpretation to obtain high-quality numerical results. The MCS is…

Discrete Mathematics · Computer Science 2022-01-19 Wei-Chang Yeh

Monte Carlo Tree Search (MCTS) efficiently balances exploration and exploitation in tree search based on count-derived uncertainty. However, these local visit counts ignore a second type of uncertainty induced by the size of the subtree…

Artificial Intelligence · Computer Science 2020-05-21 Thomas M Moerland , Joost Broekens , Aske Plaat , Catholijn M Jonker

Recent advances in reasoning with large language models (LLMs) have shown the effectiveness of Monte Carlo Tree Search (MCTS) for generating high quality intermediate trajectories, particularly in math and symbolic domains. Inspired by…

Artificial Intelligence · Computer Science 2025-12-23 Bingning Huang , Tu Nguyen , Matthieu Zimmer

Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund…

Machine Learning · Computer Science 2023-02-21 Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Today's automated vehicles lack the ability to cooperate implicitly with others. This work presents a Monte Carlo Tree Search (MCTS) based approach for decentralized cooperative planning using macro-actions for automated vehicles in…

Artificial Intelligence · Computer Science 2020-02-04 Karl Kurzer , Chenyang Zhou , J. Marius Zöllner

In this study, we explore the efficiency of the Monte Carlo Tree Search (MCTS), a prominent decision-making algorithm renowned for its effectiveness in complex decision environments, contingent upon the volume of simulations conducted.…

Artificial Intelligence · Computer Science 2024-03-19 Ye Zhang , Mengran Zhu , Kailin Gui , Jiayue Yu , Yong Hao , Haozhan Sun