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Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

Finite element (FE) simulations of structures and materials are getting increasingly more accurate, but also more computationally expensive as a collateral result. This development happens in parallel with a growing demand of data-driven…

Machine Learning · Computer Science 2025-07-31 Leo Guo , Hirak Kansara , Siamak F. Khosroshahi , GuoQi Zhang , Wei Tan

Multi-fidelity Bayesian Optimization (MFBO) is a promising framework to speed up materials and molecular discovery as sources of information of different accuracies are at hand at increasing cost. Despite its potential use in chemical…

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Multi fidelity Bayesian optimization (MFBO) leverages experimental and or computational data of varying quality and resource cost to optimize towards desired maxima cost effectively. This approach is particularly attractive for chemical…

Machine Learning · Computer Science 2024-09-12 Edmund Judge , Mohammed Azzouzi , Austin M. Mroz , Antonio del Rio Chanona , Kim E. Jelfs

The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high…

Artificial Intelligence · Computer Science 2025-03-25 Zahra Zanjani Foumani , Ramin Bostanabad

Resided at the intersection of multi-fidelity optimization (MFO) and Bayesian optimization (BO), MF BO has found a niche in solving expensive engineering design optimization problems, thanks to its advantages in incorporating physical and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-01 Bach Do , Ruda Zhang

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Numerical Analysis · Mathematics 2025-10-14 Jingyi Wang , Nai-Yuan Chiang , Tucker Hartland , J. Luc Peterson , Jerome Solberg , Cosmin G. Petra

Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency…

Machine Learning · Computer Science 2026-02-03 Md Abir Hossen , Mohammad Ali Javidian , Vignesh Narayanan , Jason M. O'Kane , Pooyan Jamshidi

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Machine Learning · Computer Science 2020-10-23 Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

A high fidelity fluid-structure interaction simulation may require many days to run, on hundreds of cores. This poses a serious burden, both in terms of time and economic considerations, when repetitions of such simulations may be required…

Computational Engineering, Finance, and Science · Computer Science 2021-04-12 Wensi Wu , Christophe Bonneville , Christopher J. Earls

Multi-fidelity Bayesian Optimisation (MFBO) has been shown to generally converge faster than single-fidelity Bayesian Optimisation (SFBO) (Poloczek et al. (2017)). Inspired by recent benchmark papers, we are investigating the long-run…

Machine Learning · Computer Science 2023-12-21 Gbetondji J-S Dovonon , Jakob Zeitler

Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

Hyperparameter optimization (HPO) is a fundamental problem in automatic machine learning (AutoML). However, due to the expensive evaluation cost of models (e.g., training deep learning models or training models on large datasets), vanilla…

Machine Learning · Computer Science 2021-08-03 Yang Li , Yu Shen , Jiawei Jiang , Jinyang Gao , Ce Zhang , Bin Cui

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

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