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While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…

Machine Learning · Computer Science 2021-04-20 Artur Souza , Luigi Nardi , Leonardo B. Oliveira , Kunle Olukotun , Marius Lindauer , Frank Hutter

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Graph Neural Networks (GNNs) can predict the performance of an industrial design quickly and accurately and be used to optimize its shape effectively. However, to fully explore the shape space, one must often consider shapes deviating…

Machine Learning · Computer Science 2023-10-03 Nikita Durasov , Artem Lukoyanov , Jonathan Donier , Pascal Fua

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

Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…

Machine Learning · Statistics 2025-03-26 Jean Durand , Yashas Annadani , Stefan Bauer , Sonali Parbhoo

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

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 Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Machine Learning · Computer Science 2025-08-27 Quanlin Chen , Yiyu Chen , Jing Huo , Tianyu Ding , Yang Gao , Yuetong Chen

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…

Machine Learning · Computer Science 2022-03-24 Amrit Singh Bedi , Dheeraj Peddireddy , Vaneet Aggarwal , Brian M. Sadler , Alec Koppel

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

Machine Learning · Statistics 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive…

Machine Learning · Computer Science 2017-07-19 Ruben Martinez-Cantin , Michael McCourt , Kevin Tee
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