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Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

Machine Learning · Statistics 2025-06-16 Hwanwoo Kim , Chong Liu , Yuxin Chen

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

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 typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

Machine Learning · Computer Science 2026-01-28 Utkarsh Pratiush , Austin Houston , Richard Liu , Gerd Duscher , Sergei Kalinin

Bayesian optimization (BO) is a popular method for black-box optimization, which relies on uncertainty as part of its decision-making process when deciding which experiment to perform next. However, not much work has addressed the effect of…

Machine Learning · Statistics 2023-01-18 Jonathan Foldager , Mikkel Jordahn , Lars Kai Hansen , Michael Riis Andersen

Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…

Robotics · Computer Science 2026-04-03 Johanna Menn , David Stenger , Sebastian Trimpe

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…

Machine Learning · Computer Science 2018-11-26 Zi Wang , Beomjoon Kim , Leslie Pack Kaelbling

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

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

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan

The fusion of experimental automation and machine learning has catalyzed a new era in materials research, prominently featuring Gaussian Process Bayesian Optimization (GPBO) driven autonomous experiments navigating complex experimental…

Materials Science · Physics 2024-05-28 Sumner B. Harris , Rama Vasudevan , Yongtao Liu

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

This paper proposes a novel Bayesian active learning method for Bayesian model updating, which is termed as "Streamlined Bayesian Active Learning Cubature" (SBALC). The core idea is to approximate the log-likelihood function using Gaussian…

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne