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When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Machine Learning · Statistics 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

Combinatorial optimization (CO) problems, central to decision-making scenarios like logistics and manufacturing, are traditionally solved using problem-specific algorithms requiring significant domain expertise. While large language models…

Artificial Intelligence · Computer Science 2025-09-24 Xia Jiang , Yaoxin Wu , Minshuo Li , Zhiguang Cao , Yingqian Zhang

Optimization strategies driven by machine learning, such as Bayesian optimization, are being explored across experimental sciences as an efficient alternative to traditional design of experiment. When combined with automated laboratory…

Optimization and Control · Mathematics 2022-10-18 Riley J. Hickman , Matteo Aldeghi , Florian Häse , Alán Aspuru-Guzik

Optimal resource allocation in modern communication networks calls for the optimization of objective functions that are only accessible via costly separate evaluations for each candidate solution. The conventional approach carries out the…

Signal Processing · Electrical Eng. & Systems 2023-05-22 Yunchuan Zhang , Osvaldo Simeone , Sharu Theresa Jose , Lorenzo Maggi , Alvaro Valcarce

Cooking typically involves a plethora of decisions about ingredients and tools that need to be chosen in order to write a good cooking recipe. Cooking can be modelled in an optimization framework, as it involves a search space of…

Artificial Intelligence · Computer Science 2020-02-04 Eduardo C. Garrido-Merchán , Alejandro Albarca-Molina

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) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Recent advanced large language models (LLMs) have showcased their emergent capability of in-context learning, facilitating intelligent decision-making through natural language prompts without retraining. This new machine learning paradigm…

Computational Engineering, Finance, and Science · Computer Science 2024-12-12 Xinxin Zhang , Zhuoqun Xu , Guangpu Zhu , Chien Ming Jonathan Tay , Yongdong Cui , Boo Cheong Khoo , Lailai Zhu

Efficient parameter identification of electrochemical models is crucial for accurate monitoring and control of lithium-ion cells. This process becomes challenging when applied to complex models that rely on a considerable number of…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Jianzong Pi , Samuel Filgueira da Silva , Mehmet Fatih Ozkan , Abhishek Gupta , Marcello Canova

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

Offline black-box optimization (BBO) aims to find optimal designs based solely on an offline dataset of designs and their labels. Such scenarios frequently arise in domains like DNA sequence design and robotics, where only a few labeled…

Computational Engineering, Finance, and Science · Computer Science 2026-01-22 Ye Yuan , Can , Chen , Zipeng Sun , Dinghuai Zhang , Christopher Pal , Xue Liu

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

The formalism of Bayesian model selection provides a very elegant way of ranking different physical models in terms of how compatible they are with a given set of observed data. However, its practical application is often hampered by the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-19 Nathan Cohen , Jan Hamann , Ameek Malhotra

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

Bayesian optimisation is a powerful method for optimising black-box functions, popular in settings where the true function is expensive to evaluate and no gradient information is available. Bayesian optimisation can improve responses to…

Machine Learning · Computer Science 2025-05-27 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

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

Optimizing black-box functions is a fundamental problem in science and engineering. To solve this problem, many approaches learn a surrogate function that estimates the underlying objective from limited historical evaluations. Large…

Machine Learning · Computer Science 2025-10-23 Tung Nguyen , Aditya Grover

Motivated by the success of Bayesian optimisation algorithms in the Euclidean space, we propose a novel approach to construct Intrinsic Bayesian optimisation (In-BO) on manifolds with a primary focus on complex constrained domains or…

Machine Learning · Statistics 2023-01-31 Yuan Liu , Mu Niu , Claire Miller

Bayesian optimization (BO) is widely used for autonomous materials discovery, yet its classical sequential formulation is insufficient for design of experimental workflows that often combine parallel or batch synthesis with inherently…

Materials Science · Physics 2026-02-10 Boris Slautin , Sergei Kalinin