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Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…

Machine Learning · Computer Science 2021-02-19 Louis C. Tiao , Aaron Klein , Matthias Seeger , Edwin V. Bonilla , Cedric Archambeau , Fabio Ramos

We propose constrained causal Bayesian optimization (cCBO), an approach for finding interventions in a known causal graph that optimize a target variable under some constraints. cCBO first reduces the search space by exploiting the graph…

Machine Learning · Statistics 2023-06-14 Virginia Aglietti , Alan Malek , Ira Ktena , Silvia Chiappa

Many real-world optimization problems such as engineering design can be eventually modeled as the corresponding multiobjective optimization problems (MOPs) which must be solved to obtain approximate Pareto optimal fronts. Multiobjective…

Neural and Evolutionary Computing · Computer Science 2021-11-12 Wang Chen , Jian Chen , Weitian Wu , Xinmin Yang , Hui Li

Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…

Machine Learning · Statistics 2022-04-29 Tinkle Chugh

In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are…

Machine Learning · Computer Science 2022-02-09 Elvis Nava , Mojmír Mutný , Andreas Krause

Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…

Machine Learning · Computer Science 2026-05-13 Xinyu Zhang , Conor Hassan , Julien Martinelli , Daolang Huang , Samuel Kaski

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

The Quality-Diversity (QD) optimization aims to discover a collection of high-performing solutions that simultaneously exhibit diverse behaviors within a user-defined behavior space. This paradigm has stimulated significant research…

Machine Learning · Computer Science 2026-02-03 Xi Lin , Ping Guo , Yilu Liu , Qingfu Zhang , Jianyong Sun

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

In Causal Bayesian Optimization (CBO), an agent intervenes on an unknown structural causal model to maximize a downstream reward variable. In this paper, we consider the generalization where other agents or external events also intervene on…

Machine Learning · Computer Science 2023-08-02 Scott Sussex , Pier Giuseppe Sessa , Anastasiia Makarova , Andreas Krause

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. 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 (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose…

Machine Learning · Computer Science 2019-04-18 Kevin K. Yang , Yuxin Chen , Alycia Lee , Yisong Yue

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

Bayesian Optimisation has gained much popularity lately, as a global optimisation technique for functions that are expensive to evaluate or unknown a priori. While classical BO focuses on where to gather an observation next, it does not…

Robotics · Computer Science 2017-03-14 Philippe Morere , Roman Marchant , Fabio Ramos

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

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

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…

Machine Learning · Statistics 2020-08-11 Binxin Ru , Ahsan S. Alvi , Vu Nguyen , Michael A. Osborne , Stephen J Roberts