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Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization~(BO) to specifically…

Machine Learning · Computer Science 2019-10-01 Satya Narayan Shukla , Anit Kumar Sahu , Devin Willmott , J. Zico Kolter

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

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

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

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 optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

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…

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

Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a…

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

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

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

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley