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Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high…

Artificial Intelligence · Computer Science 2025-03-25 Zahra Zanjani Foumani , Ramin Bostanabad

This paper addresses the problem of optimizing partition functions in a stochastic learning setting. We propose a stochastic variant of the bound majorization algorithm that relies on upper-bounding the partition function with a quadratic…

Machine Learning · Computer Science 2020-11-04 Jing Wang , Anna Choromanska

The sliced Wasserstein distance (SW) reduces optimal transport on $\mathbb{R}^d$ to a sum of one-dimensional projections, and thanks to this efficiency, it is widely used in geometry, generative modeling, and registration tasks. Recent work…

Machine Learning · Computer Science 2025-09-24 Manish Acharya , David Hyde

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Shared autonomy systems require principled methods for inferring user intent and determining appropriate assistance levels. This is a central challenge in human-robot interaction, where systems must be successful while being mindful of user…

Robotics · Computer Science 2026-02-02 MH Farhadi , Ali Rabiee , Sima Ghafoori , Anna Cetera , Andrew Fisher , Reza Abiri

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Conventionally, the resource allocation is formulated as an optimization problem and solved online with instantaneous scenario information. Since most resource allocation problems are not convex, the optimal solutions are very difficult to…

Machine Learning · Computer Science 2017-12-20 Jun-Bo Wang , Junyuan Wang , Yongpeng Wu , Jin-Yuan Wang , Huiling Zhu , Min Lin , Jiangzhou Wang

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley

Bayesian optimization is a powerful framework for optimizing functions that are expensive or time-consuming to evaluate. Recent work has considered Bayesian optimization of function networks (BOFN), where the objective function is given by…

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

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

We describe a method for searching the optimal hyper-parameters in reservoir computing, which consists of a Gaussian process with Bayesian optimization. It provides an alternative to other frequently used optimization methods such as grid,…

Machine Learning · Computer Science 2017-06-15 Jan Yperman , Thijs Becker

Bayesian Optimization (BO) is a data-driven strategy for minimizing/maximizing black-box functions based on probabilistic surrogate models. In the presence of safety constraints, the performance of BO crucially relies on tight probabilistic…

Machine Learning · Statistics 2025-04-15 Oleksii Molodchyk , Johannes Teutsch , Timm Faulwasser