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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

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

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) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…

Machine Learning · Computer Science 2022-11-18 Carolin Benjamins , Anja Jankovic , Elena Raponi , Koen van der Blom , Marius Lindauer , Carola Doerr

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to…

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) 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

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

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

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

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) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

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

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

Learning for control can acquire controllers for novel robotic tasks, paving the path for autonomous agents. Such controllers can be expert-designed policies, which typically require tuning of parameters for each task scenario. In this…

Robotics · Computer Science 2020-08-20 Akshara Rai , Rika Antonova , Franziska Meier , Christopher G. Atkeson

Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define --…

Machine Learning · Computer Science 2021-06-11 David Eriksson , Martin Jankowiak

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh