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Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

In the pursuit of efficient optimization of expensive-to-evaluate systems, this paper investigates a novel approach to Bayesian multi-objective and multi-fidelity (MOMF) optimization. Traditional optimization methods, while effective, often…

Machine Learning · Computer Science 2024-03-21 Faran Irshad , Stefan Karsch , Andreas Döpp

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

Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the…

Machine Learning · Computer Science 2024-12-31 Yunyue Wei , Zeji Yi , Hongda Li , Saraswati Soedarmadji , Yanan Sui

We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…

Machine Learning · Statistics 2018-12-04 Bernd Bischl , Jakob Richter , Jakob Bossek , Daniel Horn , Janek Thomas , Michel Lang

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

Traditional robust multi-objective optimization methods typically prioritize convergence while treating robustness as a secondary consideration. This approach can yield solutions that are not genuinely robust optimal under noise-affected…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Lihong Xu , Wenxiang Jiang

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Safety is of paramount importance in control systems to avoid costly risks and catastrophic damages. The control barrier function (CBF) method, a promising solution for safety-critical control, poses a new challenge of enhancing control…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Shengbo Wang , Ke Li , Zheng Yan , Zhenyuan Guo , Song Zhu , Guanghui Wen , Shiping Wen

Black-box optimization is a powerful approach for discovering global optima in noisy and expensive black-box functions, a problem widely encountered in real-world scenarios. Recently, there has been a growing interest in leveraging domain…

Machine Learning · Computer Science 2024-02-06 Dat Phan-Trong , Hung The Tran , Alistair Shilton , Sunil Gupta

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

Bayesian optimization (BO) with Gaussian processes (GP) has become an indispensable algorithm for black box optimization problems. Not without a dash of irony, BO is often considered a black box itself, lacking ways to provide reasons as to…

We present a review that unifies decision-support methods for exploring the solutions produced by multi-objective optimization (MOO) algorithms. As MOO is applied to solve diverse problems, approaches for analyzing the trade-offs offered by…

Artificial Intelligence · Computer Science 2023-11-21 Zuzanna Osika , Jazmin Zatarain Salazar , Diederik M. Roijers , Frans A. Oliehoek , Pradeep K. Murukannaiah

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the…

Machine Learning · Computer Science 2022-07-26 Xubo Yue , Raed Al Kontar

Reliability-based design optimization (RBDO) approaches aim to identify the best design of an engineering problem, whilst the probability of failure (PoF) remains below an acceptable value. Thus, the incorporation of the sharpest bounds on…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Niklas Miska , Daniel Balzani

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane