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This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Phase 1-2 designs provide a methodological advance over phase 1 designs for dose finding by using both clinical response and toxicity. A phase 1-2 trial still may fail to select a truly optimal dose. because early response is not a perfect…

Applications · Statistics 2024-04-03 Cheng-Han Yang , Peter F. Thall , Ruitao Lin

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

Throughout the different phases of a drug development program, randomized trials are used to establish the tolerability, safety, and efficacy of a candidate drug. At each stage one aims to optimize the design of future studies by…

Applications · Statistics 2021-02-08 Sebastian Weber , Andrew Gelman , Daniel Lee , Michael Betancourt , Aki Vehtari , Amy Racine

The traditional more-is-better dose selection paradigm, developed based on cytotoxic chemotherapeutics, is often problematic When applied to the development of novel molecularly targeted agents (e.g., kinase inhibitors, monoclonal…

Methodology · Statistics 2022-11-04 Liyun Jiang , Ying Yuan

Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…

Machine Learning · Computer Science 2019-07-08 Javier Garcia-Barcos , Ruben Martinez-Cantin

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Phase I dose escalation trials in oncology generally aim to find the maximum tolerated dose (MTD). However, with the advent of molecular targeted therapies and antibody drug conjugates, dose limiting toxicities are less frequently observed,…

Methodology · Statistics 2025-08-19 Ayon Mukherjee , Jonathan L. Moscovici , Zheng Liu

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

In developing products for rare diseases, statistical challenges arise due to the limited number of patients available for participation in drug trials and other clinical research. Bayesian adaptive clinical trial designs offer the…

Applications · Statistics 2019-09-19 Xiao Wu , Yi Xu , Bradley P. Carlin

An important objective in the development of targeted therapies is to identify the populations where the treatment under consideration has positive benefit risk balance. We consider pivotal clinical trials, where the efficacy of a treatment…

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Machine Learning · Computer Science 2025-04-14 Robin Grapin , Youssef Diouane , Joseph Morlier , Nathalie Bartoli , Thierry Lefebvre , Paul Saves , Jasper Bussemaker

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

Individualized treatment rules tailor treatments to patients based on clinical, demographic, and other characteristics. Estimation of individualized treatment rules requires the identification of individuals who benefit most from the…

Methodology · Statistics 2024-06-06 Junwei Shen , Erica E. M. Moodie , Shirin Golchi

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang
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