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Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Cooking typically involves a plethora of decisions about ingredients and tools that need to be chosen in order to write a good cooking recipe. Cooking can be modelled in an optimization framework, as it involves a search space of…

Artificial Intelligence · Computer Science 2020-02-04 Eduardo C. Garrido-Merchán , Alejandro Albarca-Molina

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Bi-Level Optimization (BLO) is originated from the area of economic game theory and then introduced into the optimization community. BLO is able to handle problems with a hierarchical structure, involving two levels of optimization tasks,…

Machine Learning · Computer Science 2021-09-29 Risheng Liu , Jiaxin Gao , Jin Zhang , Deyu Meng , Zhouchen Lin

Bayesian optimization (BO) has contributed greatly to improving model performance by suggesting promising hyperparameter configurations iteratively based on observations from multiple training trials. However, only partial knowledge (i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 HyunJae Lee , Heon Song , Hyeonsoo Lee , Gi-hyeon Lee , Suyeong Park , Donggeun Yoo

Accurately predicting the performance of different optimization algorithms for previously unseen problem instances is crucial for high-performing algorithm selection and configuration techniques. In the context of numerical optimization,…

Neural and Evolutionary Computing · Computer Science 2021-04-23 Tome Eftimov , Anja Jankovic , Gorjan Popovski , Carola Doerr , Peter Korošec

The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…

Machine Learning · Computer Science 2022-03-11 Kourosh Hakhamaneshi , Pieter Abbeel , Vladimir Stojanovic , Aditya Grover

Recently, bi-level optimization (BLO) has taken center stage in some very exciting developments in the area of signal processing (SP) and machine learning (ML). Roughly speaking, BLO is a classical optimization problem that involves two…

Machine Learning · Computer Science 2023-12-22 Yihua Zhang , Prashant Khanduri , Ioannis Tsaknakis , Yuguang Yao , Mingyi Hong , Sijia Liu

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

Data-driven design shows the promise of accelerating materials discovery but is challenging due to the prohibitive cost of searching the vast design space of chemistry, structure, and synthesis methods. Bayesian Optimization (BO) employs…

Machine Learning · Statistics 2023-04-12 Hengrui Zhang , Wei Wayne Chen , Akshay Iyer , Daniel W. Apley , Wei Chen

Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

Programmatic hyperparameter optimization (HPO) methods, such as Bayesian optimization and evolutionary algorithms, are highly sample-efficient in identifying optimal hyperparameter configurations for machine learning (ML) models. However,…

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

Machine Learning · Computer Science 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

Bayesian optimization (BO) has recently become more prevalent in protein engineering applications and hence has become a fruitful target of benchmarks. However, current BO comparisons often overlook real-world considerations like risk and…

Machine Learning · Computer Science 2025-04-03 Tudor-Stefan Cotet , Igor Krawczuk

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

Machine Learning · Computer Science 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone

Parameter tuning in real-world experiments is constrained by the limited evaluation budget available on hardware. The path-following controller studied in this paper reflects a typical situation in nonlinear geometric controller, where…

Robotics · Computer Science 2026-05-28 Zhewen Zheng , Wenjing Cao , Hongkang Yu , Mo Chen , Takashi Suzuki

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

The Combined Algorithm Selection and Hyperparameter optimization (CASH) is one of the most fundamental problems in Automatic Machine Learning (AutoML). The existing Bayesian optimization (BO) based solutions turn the CASH problem into a…

Machine Learning · Computer Science 2020-12-09 Yang Li , Jiawei Jiang , Jinyang Gao , Yingxia Shao , Ce Zhang , Bin Cui

Many real-time systems require the optimization of discrete variables. Black-box optimization (BBO) algorithms and multi-armed bandit (MAB) algorithms perform optimization by repeatedly taking actions and observing the corresponding instant…

Artificial Intelligence · Computer Science 2025-06-23 Tomoya Kashimata , Yohei Hamakawa , Masaya Yamasaki , Kosuke Tatsumura
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