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Bayesian optimization (BO) is an efficient method to optimize expensive black-box functions. It has been generalized to scenarios where objective function evaluations return stochastic binary feedback, such as success/failure in a given…

Machine Learning · Statistics 2021-11-08 Tristan Fauvel , Matthew Chalk

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

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 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 optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

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) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Bayesian Optimization (BO) is a widely-used method for optimizing expensive-to-evaluate black-box functions. Traditional BO assumes that the learner has full control over all query variables without additional constraints. However, in many…

Machine Learning · Computer Science 2024-12-23 Vu Viet Hoang , Quoc Anh Hoang Nguyen , Hung Tran The

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

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

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) is a popular method for efficiently inferring optima of an expensive black-box function via a sequence of queries. Existing information-theoretic BO procedures aim to make queries that most reduce the uncertainty…

Machine Learning · Statistics 2022-10-05 Willie Neiswanger , Lantao Yu , Shengjia Zhao , Chenlin Meng , Stefano Ermon

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

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

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson
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