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Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

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

Multi fidelity Bayesian optimization (MFBO) leverages experimental and or computational data of varying quality and resource cost to optimize towards desired maxima cost effectively. This approach is particularly attractive for chemical…

Machine Learning · Computer Science 2024-09-12 Edmund Judge , Mohammed Azzouzi , Austin M. Mroz , Antonio del Rio Chanona , Kim E. Jelfs

This paper presents a new type of hybrid model for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models…

Machine Learning · Computer Science 2024-01-22 Hengrui Luo , Younghyun Cho , James W. Demmel , Xiaoye S. Li , Yang Liu

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

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

Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to…

Bayesian optimization (BO) is widely used to accelerate physics and materials research, where objective function evaluations are computationally or experimentally expensive. While many BO frameworks focus on algorithmic efficiency,…

Computational Physics · Physics 2026-03-03 Yuichi Motoyama , Kazuyoshi Yoshimi , Tatsumi Aoyama , Kei Terayama , Koji Tsuda , Ryo Tamura

Scanning Tunneling microscopy (STM) is a widely used tool for atomic imaging of novel materials and its surface energetics. However, the optimization of the imaging conditions is a tedious process due to the extremely sensitive tip-surface…

Applied Physics · Physics 2024-04-11 Ganesh Narasimha , Saban Hus , Arpan Biswas , Rama Vasudevan , Maxim Ziatdinov

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Machine Learning · Computer Science 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

Machine Learning · Computer Science 2022-04-26 Carl Hvarfner , Danny Stoll , Artur Souza , Marius Lindauer , Frank Hutter , Luigi Nardi

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

Bayesian optimization (BO) is a widely used algorithm for solving expensive black-box optimization problems. However, its performance decreases significantly on high-dimensional problems due to the inherent high-dimensionality of the…

Machine Learning · Computer Science 2025-04-16 Jundi Huang , Dawei Zhan

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

Machine Learning · Computer Science 2021-04-29 George De Ath , Richard M. Everson , Alma A. M. Rahat , Jonathan E. Fieldsend

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

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann
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