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Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer…

Machine Learning · Computer Science 2024-02-15 Zhou Fan , Xinran Han , Zi Wang

Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…

Machine Learning · Computer Science 2025-07-29 Rajalaxmi Rajagopalan , Yu-Lin Wei , Romit Roy Choudhury

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

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

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

The fusion of experimental automation and machine learning has catalyzed a new era in materials research, prominently featuring Gaussian Process Bayesian Optimization (GPBO) driven autonomous experiments navigating complex experimental…

Materials Science · Physics 2024-05-28 Sumner B. Harris , Rama Vasudevan , Yongtao Liu

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO…

Machine Learning · Statistics 2025-09-30 Anthony Bardou , Antoine Gonon , Aryan Ahadinia , Patrick Thiran

Automatic controller tuning is attractive for robotics and mechatronic systems whose dynamics are difficult to model accurately, but direct black-box optimization can be unsafe because each query is executed on the physical plant. Existing…

Robotics · Computer Science 2026-05-15 Hongxuan Wang , Xiaocong Li , Lihao Zheng , Adrish Bhaumik , Prahlad Vadakkepat

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…

Machine Learning · Computer Science 2026-03-03 Jingru Huang , Haijie Xu , Jie Guo , Manrui Jiang , Chen Zhang

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

With the increasing computational costs associated with deep learning, automated hyperparameter optimization methods, strongly relying on black-box Bayesian optimization (BO), face limitations. Freeze-thaw BO offers a promising grey-box…

Machine Learning · Computer Science 2024-08-14 Herilalaina Rakotoarison , Steven Adriaensen , Neeratyoy Mallik , Samir Garibov , Edward Bergman , Frank Hutter

Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…

Machine Learning · Computer Science 2024-12-30 Jingyi Wang , Haowei Wang , Cosmin G. Petra , Nai-Yuan Chiang

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

Black-box optimization (BBO) addresses problems where objectives are accessible only through costly queries without gradients or explicit structure. Classical derivative-free methods -- line search, direct search, and model-based solvers…

Machine Learning · Computer Science 2025-10-01 Morteza Kimiaei , Vyacheslav Kungurtsev

Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…

Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…

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

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 (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