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Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Machine Learning · Statistics 2014-02-28 Ziyu Wang , Babak Shakibi , Lin Jin , Nando de Freitas

Bayesian Optimization (BO) is a surrogate-based global optimization strategy that relies on a Gaussian Process regression (GPR) model to approximate the objective function and an acquisition function to suggest candidate points. It is…

Machine Learning · Computer Science 2022-06-28 Kirill Antonov , Elena Raponi , Hao Wang , Carola Doerr

Bayesian optimization (BO), which uses a Gaussian process (GP) as a surrogate to model its objective function, is popular for black-box optimization. However, due to the limitations of GPs, BO underperforms in some problems such as those…

Machine Learning · Computer Science 2022-10-14 Zhongxiang Dai , Yao Shu , Bryan Kian Hsiang Low , Patrick Jaillet

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand,…

Machine Learning · Computer Science 2023-09-29 Zhou Fan , Xinran Han , Zi Wang

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Optimization and Control · Mathematics 2022-02-10 Joel A. Paulson , Congwen Lu

Bayesian optimization (BO) primarily uses Gaussian processes (GP) as the key surrogate model, mostly with a simple stationary and separable kernel function such as the squared-exponential kernel with automatic relevance determination…

Machine Learning · Statistics 2023-05-29 Mengying Lei , Lijun Sun

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…

Artificial Intelligence · Computer Science 2013-10-09 Frank Hutter , Holger Hoos , Kevin Leyton-Brown

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Optimization and Control · Mathematics 2021-06-14 L. Jeff Hong , Xiaowei Zhang

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…

Materials Science · Physics 2024-11-19 Peder Lyngby , Casper Larsen , Karsten Wedel Jacobsen

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

We propose a novel constrained Bayesian Optimization (BO) algorithm optimizing the design process of Laterally-Diffused Metal-Oxide-Semiconductor (LDMOS) transistors while realizing a target Breakdown Voltage (BV). We convert the…

Machine Learning · Computer Science 2023-08-21 Ping-Ju Chuang , Ali Saadat , Sara Ghazvini , Hal Edwards , William G. Vandenberghe

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 (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

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…

Machine Learning · Computer Science 2025-12-17 Qi Chen , Fabio Ramos , Alán Aspuru-Guzik , Florian Shkurti

Global optimization of expensive, derivative-free black-box functions requires extreme sample efficiency. While Bayesian optimization (BO) is the current state-of-the-art, its performance hinges on surrogate and acquisition function…

Bayesian Optimization (BO) for the minimization of expensive functions of continuous variables uses all the knowledge acquired from previous samples (${\boldsymbol x}_i$ and $f({\boldsymbol x}_i)$ values) to build a surrogate model based on…

Numerical Analysis · Mathematics 2025-05-15 Roberto Battiti , Mauro Brunato

Gradient-free optimization methods, such as surrogate based optimization (SBO) methods, and genetic (GAs), or evolutionary (EAs) algorithms have gained popularity in the field of constrained optimization of expensive black-box functions.…

Optimization and Control · Mathematics 2021-07-22 Ahmed Abouhussein , Nusrat Islam , Yulia T. Peet