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Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

Machine Learning · Statistics 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

Emerging wearable sensors have enabled the unprecedented ability to continuously monitor human activities for healthcare purposes. However, with so many ambient sensors collecting different measurements, it becomes important not only to…

Machine Learning · Computer Science 2019-01-09 Randy Ardywibowo , Guang Zhao , Zhangyang Wang , Bobak Mortazavi , Shuai Huang , Xiaoning Qian

Recent advances in machine learning have led to increased deployment of black-box classifiers across a wide variety of applications. In many such situations there is a critical need to both reliably assess the performance of these…

Machine Learning · Statistics 2021-03-16 Disi Ji , Robert L. Logan , Padhraic Smyth , Mark Steyvers

Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…

Machine Learning · Computer Science 2025-12-18 Yunyue Wei , Vincent Zhuang , Saraswati Soedarmadji , Yanan Sui

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

With the advent of big data applications, which tends to have longer execution time, choosing the right cloud VM to run these applications has significant performance as well as economic implications. For example, in our large-scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-01 Chin-Jung Hsu , Vivek Nair , Vincent W. Freeh , Tim Menzies

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Learning policies for bipedal locomotion can be difficult, as experiments are expensive and simulation does not usually transfer well to hardware. To counter this, we need al- gorithms that are sample efficient and inherently safe. Bayesian…

Robotics · Computer Science 2018-10-11 Rika Antonova , Akshara Rai , Christopher G. Atkeson

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Gaussian process regression uses data measured at sensor locations to reconstruct a spatially dependent function with quantified uncertainty. However, if only a limited number of sensors can be deployed, it is important to determine how to…

Numerical Analysis · Mathematics 2026-01-29 Jessie Chen , Hangjie Ji , Arvind K. Saibaba

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

The increasing shortage of nursing staff and the acute risk of falls in nursing homes pose significant challenges for the healthcare system. This study presents the development of an automated fall detection system integrated into care…

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Impactful applications such as materials discovery, hardware design, neural architecture search, or portfolio optimization require optimizing high-dimensional black-box functions with mixed and combinatorial input spaces. While Bayesian…

Machine Learning · Computer Science 2024-03-21 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek

Air pollution is one of the leading causes of mortality globally, resulting in millions of deaths each year. Efficient monitoring is important to measure exposure and enforce legal limits. New low-cost sensors can be deployed in greater…

Machine Learning · Computer Science 2024-04-22 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

The sensor placement problem is a common problem that arises when monitoring correlated phenomena, such as temperature, precipitation, and salinity. Existing approaches to this problem typically formulate it as the maximization of…

Robotics · Computer Science 2024-08-23 Kalvik Jakkala , Srinivas Akella