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Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…

Machine Learning · Computer Science 2026-03-03 Jingru Huang , Haijie Xu , Jie Guo , Manrui Jiang , Chen Zhang

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…

Bayesian Optimization (BO) is a surrogate-based global optimization strategy that relies on a Gaussian Process regression (GPR) model to approximate the objective function and an acquisition function to suggest candidate points. It is…

Machine Learning · Computer Science 2022-06-28 Kirill Antonov , Elena Raponi , Hao Wang , Carola Doerr

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

As a regression technique in spatial statistics, the spatiotemporally varying coefficient model (STVC) is an important tool for discovering nonstationary and interpretable response-covariate associations over both space and time. However,…

Machine Learning · Statistics 2024-05-17 Mengying Lei , Aurelie Labbe , Lijun Sun

This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…

Machine Learning · Statistics 2019-10-29 Changyong Oh , Jakub M. Tomczak , Efstratios Gavves , Max Welling

Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However,…

Machine Learning · Computer Science 2020-12-15 Yuan Jin , Ming Liu , Yunfeng Li , Ruohua Xu , Lan Du , Longxiang Gao , Yong Xiang

Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…

Machine Learning · Computer Science 2025-12-18 Yunyue Wei , Vincent Zhuang , Saraswati Soedarmadji , Yanan Sui

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Machine Learning · Computer Science 2023-03-06 Aryan Deshwal , Sebastian Ament , Maximilian Balandat , Eytan Bakshy , Janardhan Rao Doppa , David Eriksson

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Bayesian optimization (BO), which uses a Gaussian process (GP) as a surrogate to model its objective function, is popular for black-box optimization. However, due to the limitations of GPs, BO underperforms in some problems such as those…

Machine Learning · Computer Science 2022-10-14 Zhongxiang Dai , Yao Shu , Bryan Kian Hsiang Low , Patrick Jaillet

We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. For example, optimizing molecules for drug design using physical lab experiments. Bayesian…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Janardhan Rao Doppa

Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Machine Learning · Computer Science 2025-08-27 Quanlin Chen , Yiyu Chen , Jing Huo , Tianyu Ding , Yang Gao , Yuetong Chen

Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function such as expected improvement (EI). In practice, BO often concentrates evaluations…

Methodology · Statistics 2026-01-13 Jiguang Li , Hengrui Luo

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Machine Learning · Statistics 2023-06-01 Mengying Lei , Aurelie Labbe , Lijun Sun