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Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

Bayesian optimization (BO) suffers from long computing times when processing highly-dimensional or large data sets. These long computing times are a result of the Gaussian process surrogate model having a polynomial time complexity with the…

Machine Learning · Computer Science 2023-09-12 Alexander E. Siemenn , Tonio Buonassisi

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…

Machine Learning · Statistics 2025-05-19 Yuejiang Wen , Paul D. Franzon

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Optimization and Control · Mathematics 2025-04-28 Pariyakorn Maneekul , Zelda B. Zabinsky , Giulia Pedrielli

The pursuit of universal black-box optimization (BBO) algorithms is a longstanding goal. However, unlike domains such as language or vision, where scaling structured data has driven generalization, progress in offline BBO remains hindered…

Machine Learning · Computer Science 2025-06-10 Rong-Xi Tan , Ming Chen , Ke Xue , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

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

When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation…

Machine Learning · Computer Science 2021-06-11 Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Machine Learning · Computer Science 2025-11-26 Pavankumar Koratikere , Leifur Leifsson

Efficient optimization of molecules with targeted properties remains a significant challenge due to the vast size and discrete nature of chemical compound space. Conventional machine-learning-based optimization approaches typically require…

Chemical Physics · Physics 2026-03-04 Yun-Wen Mao , Roman V. Krems

Bayesian optimization (BO) has emerged as a powerful tool for navigating complex search spaces, showcasing practical applications in the fields of science and engineering.However, since it typically relies on a surrogate model to…

Machine Learning · Computer Science 2024-06-19 Joseph Chakar

Black-box optimization minimizes an objective function without derivatives or explicit forms. Such an optimization method with continuous variables has been successful in the fields of machine learning and material science. For discrete…

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma
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