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Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

Materials Science · Physics 2021-08-03 Lars Kotthoff , Hud Wahab , Patrick Johnson

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

Many combinatorial optimization problems such as the bin packing and multiple knapsack problems involve assigning a set of discrete objects to multiple containers. These problems can be used to model task and resource allocation problems in…

Artificial Intelligence · Computer Science 2011-10-12 A. S. Fukunaga , R. E. Korf

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…

Machine Learning · Statistics 2016-01-12 Ziyu Wang , Frank Hutter , Masrour Zoghi , David Matheson , Nando de Freitas

Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, \emph{multi-fidelity} methods have garnered considerable…

Machine Learning · Statistics 2017-03-21 Kirthevasan Kandasamy , Gautam Dasarathy , Jeff Schneider , Barnabas Poczos

Application domains of Bayesian optimization include optimizing black-box functions or very complex functions. The functions we are interested in describe complex real-world systems applied in industrial settings. Even though they do have…

Machine Learning · Computer Science 2021-06-14 Franz Brauße , Zurab Khasidashvili , Konstantin Korovin

Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.),…

Machine Learning · Computer Science 2025-02-25 Melis Ilayda Bal , Pier Giuseppe Sessa , Mojmir Mutny , Andreas Krause

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Optimizing high-dimensional and complex black-box functions is crucial in numerous scientific applications. While Bayesian optimization (BO) is a powerful method for sample-efficient optimization, it struggles with the curse of…

Machine Learning · Computer Science 2025-07-08 Taeyoung Yun , Kiyoung Om , Jaewoo Lee , Sujin Yun , Jinkyoo Park

Modern convolutional neural networks (CNNs)-based face detectors have achieved tremendous strides due to large annotated datasets. However, misaligned results with high detection confidence but low localization accuracy restrict the further…

Computer Vision and Pattern Recognition · Computer Science 2022-07-25 Shi Luo , Xiongfei Li , Xiaoli Zhang

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli