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Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…

Machine Learning · Computer Science 2026-02-12 Aashwin Mishra , Matt Seaberg , Ryan Roussel , Daniel Ratner , Apurva Mehta

Bayesian optimization is a powerful method for automating tuning of compilers. The complex landscape of autotuning provides a myriad of rarely considered structural challenges for black-box optimizers, and the lack of standardized…

Machine Learning · Computer Science 2025-04-09 Jacob O. Tørring , Carl Hvarfner , Luigi Nardi , Magnus Själander

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Zhaozhong Chen , Nisar Ahmed , Simon Julier , Christoffer Heckman

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

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…

Machine Learning · Computer Science 2023-12-12 Kamil Dreczkowski , Antoine Grosnit , Haitham Bou Ammar

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

Research on new optimization algorithms is often funded based on the motivation that such algorithms might improve the capabilities to deal with real-world and industrially relevant optimization challenges. Besides a huge variety of…

Neural and Evolutionary Computing · Computer Science 2020-07-02 Ramses Sala , Ralf Müller

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Machine Learning · Computer Science 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…

Machine Learning · Computer Science 2021-11-11 Difan Deng , Marius Lindauer

The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation…

Quantum Physics · Physics 2024-06-18 Valeria Cimini , Emanuele Polino , Mauro Valeri , Nicolò Spagnolo , Fabio Sciarrino

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

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 has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas