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Efficient optimization of molecules with targeted properties remains a significant challenge due to the vast size and discrete nature of chemical compound space. Conventional machine-learning-based optimization approaches typically require…

Chemical Physics · Physics 2026-03-04 Yun-Wen Mao , Roman V. Krems

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

Machine Learning · Computer Science 2014-02-04 Daniel Russo , Benjamin Van Roy

Recent advances in computationally efficient non-myopic Bayesian optimization (BO) improve query efficiency over traditional myopic methods like expected improvement while only modestly increasing computational cost. These advances have…

Machine Learning · Statistics 2021-12-07 Yunxiang Zhang , Xiangyu Zhang , Peter I. Frazier

Optimization for different tasks like material characterization, synthesis, and functional properties for desired applications over multi-dimensional control parameters need a rapid strategic search through active learning such as Bayesian…

Machine Learning · Computer Science 2026-03-16 Arpan Biswas , Hiroshi Funakubo , Yongtao Liu

Although Bayesian Optimization (BO) has been employed for accelerating materials design in computational materials engineering, existing works are restricted to problems with quantitative variables. However, real designs of materials…

Machine Learning · Statistics 2019-10-07 Yichi Zhang , Daniel Apley , Wei Chen

Bayesian optimization is widely employed for optimizing complex black-box functions but struggles with the curse of dimensionality. Random embedding, as a dimension reduction strategy, simplifies tasks that possess the effective dimension…

Machine Learning · Computer Science 2026-05-26 Hong Qian , Xiang Shu , Xiang Xia , Xuhui Liu , Yangde Fu , Bei Liang , Huibin Wang , Liang Dou

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

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 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 optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

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

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

Machine Learning · Computer Science 2026-01-28 Utkarsh Pratiush , Austin Houston , Richard Liu , Gerd Duscher , Sergei Kalinin

This paper describes a general-purpose extension of max-value entropy search, a popular approach for Bayesian Optimisation (BO). A novel approximation is proposed for the information gain -- an information-theoretic quantity central to…

Machine Learning · Computer Science 2021-10-27 Henry B. Moss , David S. Leslie , Javier Gonzalez , Paul Rayson

Bayesian Optimization (BO) has been recognized for its effectiveness in optimizing expensive and complex objective functions. Recent advancements in Latent Bayesian Optimization (LBO) have shown promise by integrating generative models such…

Machine Learning · Computer Science 2025-04-22 Seunghun Lee , Jinyoung Park , Jaewon Chu , Minseo Yoon , Hyunwoo J. Kim

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

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

Bayesian optimal experimental design (BOED) seeks to maximize the expected information gain (EIG) of experiments. This requires a likelihood estimate, which in many settings is intractable. Simulation-based inference (SBI) provides powerful…

Machine Learning · Computer Science 2026-02-09 Samuel Klein , Willie Neiswanger , Daniel Ratner , Michael Kagan , Sean Gasiorowski

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

Machine Learning · Computer Science 2021-08-02 Quoc Phong Nguyen , Zhaoxuan Wu , Bryan Kian Hsiang Low , Patrick Jaillet

In robotics, deep learning (DL) methods are used more and more widely, but their general inability to provide reliable confidence estimates will ultimately lead to fragile and unreliable systems. This impedes the potential deployments of DL…

Robotics · Computer Science 2020-11-02 Matthias Humt , Jongseok Lee , Rudolph Triebel

Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that…

Machine Learning · Computer Science 2023-05-30 Juliusz Ziomek , Haitham Bou-Ammar
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