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Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

Machine Learning · Computer Science 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger

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

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

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

Bayesian optimization (BO) has proven to be a powerful tool for automatically tuning control parameters without requiring knowledge of the underlying system dynamics. Safe BO methods, in addition, guarantee safety during the optimization…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Antonia Holzapfel , Paul Brunzema , Sebastian Trimpe

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…

Robotics · Computer Science 2026-02-09 Xudong Sun , Armand Jordana , Massimo Fornasier , Jalal Etesami , Majid Khadiv

We present a novel data-driven nested optimization framework that addresses the problem of coupling between plant and controller optimization. This optimization strategy is tailored towards instances where a closed-form expression for the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ali Baheri , Chris Vermillion

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

The commissioning of industrial electric drives still relies heavily on manual tuning of cascaded control loops, requiring expert knowledge and significant time. In this paper, we propose a fully automated approach for tuning the current…

Systems and Control · Electrical Eng. & Systems 2026-05-28 David Petrovic , Gian Antonio Susto , Angelo Cenedese

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Simulation-based optimization of complex systems over discrete decision spaces is a challenging computational problem. Specifically, discrete decision spaces lead to a combinatorial explosion of possible alternatives, making it…

Optimization and Control · Mathematics 2025-10-17 Gabriel Hernández-Morales , Brenda Cansino-Loeza , Arturo Jiménez-Gutiérrez , Victor M. Zavala

Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…

Optimization and Control · Mathematics 2024-12-13 Luo Long , Coralia Cartis , Paz Fink Shustin

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

Maximizing a target variable as an operational objective within a structural causal model is a fundamental problem. Causal Bayesian Optimization (CBO) approaches typically achieve this either by performing interventions that modify the…

Machine Learning · Computer Science 2026-02-02 Shaogang Ren , Zihao Wang , Yuzhou Chen , Xiaoning Qian

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

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

Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…

Machine Learning · Statistics 2025-01-23 Wenqian Xing , JungHo Lee , Chong Liu , Shixiang Zhu

Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization has been established as an efficient model-free method for controller tuning…

Systems and Control · Electrical Eng. & Systems 2023-06-26 Christopher Koenig , Miks Ozols , Anastasia Makarova , Efe C. Balta , Andreas Krause , Alisa Rupenyan

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