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Data-efficient learning algorithms are essential in many practical applications for which data collection is expensive, e.g., for the optimal deployment of wireless systems in unknown propagation scenarios. Meta-learning can address this…

Machine Learning · Computer Science 2022-05-25 Ivana Nikoloska , Osvaldo Simeone

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

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 a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

Machine Learning · Statistics 2019-09-18 Tomoharu Iwata , Takuma Otsuka

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Machine Learning · Computer Science 2023-05-02 Kunal Jain , Prabuchandran K. J. , Tejas Bodas

The optimization of expensive black-box functions is ubiquitous in science and engineering. A common solution to this problem is Bayesian optimization (BO), which is generally comprised of two components: (i) a surrogate model and (ii) an…

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

Machine Learning · Computer Science 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

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

Global optimization of expensive, derivative-free black-box functions requires extreme sample efficiency. While Bayesian optimization (BO) is the current state-of-the-art, its performance hinges on surrogate and acquisition function…

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

Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…

Machine Learning · Computer Science 2026-02-12 Aashwin Mishra , Matt Seaberg , Ryan Roussel , Daniel Ratner , Apurva Mehta

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Controllers in robotics often consist of expert-designed heuristics, which can be hard to tune in higher dimensions. It is typical to use simulation to learn these parameters, but controllers learned in simulation often don't transfer to…

Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has…

Machine Learning · Statistics 2023-12-22 Piotr M. Suder , Jason Xu , David B. Dunson