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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

Automated experimentation has the potential to revolutionize scientific discovery, but its effectiveness depends on well-defined optimization targets, which are often uncertain or probabilistic in real-world settings. In this work, we…

Machine Learning · Computer Science 2025-04-10 Yu Liu , Sergei V. Kalinin

Post-training of LLMs with RLHF, and subsequently preference optimization algorithms such as DPO, IPO, etc., made a big difference in improving human alignment. However, all such techniques can only work with a single (human) objective. In…

Machine Learning · Computer Science 2025-05-19 Akhil Agnihotri , Rahul Jain , Deepak Ramachandran , Zheng Wen

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

Benchmark problems play a central role in assessing the performance of numerical optimization algorithms. However, many existing constrained multiobjective optimization benchmark problems rely on overly restricted constructions or lack…

Optimization and Control · Mathematics 2026-04-13 Anne Auger , Dimo Brockhoff , Luka Opravš , Tea Tušar

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Numerical Analysis · Mathematics 2025-10-14 Jingyi Wang , Nai-Yuan Chiang , Tucker Hartland , J. Luc Peterson , Jerome Solberg , Cosmin G. Petra

Solving combinatorial optimization problems on near-term quantum devices has gained a lot of attraction in recent years. Currently, most works have focused on single-objective problems, whereas many real-world applications need to consider…

Quantum Physics · Physics 2025-06-06 Linus Ekstrom , Hao Wang , Sebastian Schmitt

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

The multi-objective optimization is to optimize several objective functions over a common feasible set. Since the objectives usually do not share a common optimizer, people often consider (weakly) Pareto points. This paper studies…

Optimization and Control · Mathematics 2023-12-05 Jiawang Nie , Zi Yang

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Analog circuit design can be considered as an optimization problem with the targeted circuit specifications as constraints. When stringent circuit specifications are considered, it is desired to have an optimization methodology that adapts…

Neural and Evolutionary Computing · Computer Science 2024-12-24 Ria Rashid , Abhishek Gupta

The discovery of therapeutic molecules is fundamentally a multi-objective optimization problem. One formulation of the problem is to identify molecules that simultaneously exhibit strong binding affinity for a target protein, minimal…

Quantitative Methods · Quantitative Biology 2023-10-17 Jenna C. Fromer , David E. Graff , Connor W. Coley

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

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

An important task in multi-objective optimization is generating the Pareto front -- the set of all Pareto-optimal compromises among multiple objective functions applied to the same set of variables. Since this task can be computationally…

Quantum Physics · Physics 2025-11-04 Andrew D. King

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Masahiro Nomura , Masayuki Karasuyama

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…

Optimization and Control · Mathematics 2024-12-12 Mengjia Zhu , Alberto Bemporad

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga