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Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…

Neural and Evolutionary Computing · Computer Science 2022-10-18 Xi Lin , Zhiyuan Yang , Xiaoyuan Zhang , Qingfu Zhang

Hypervolume (HV)-based Bayesian optimization (BO) is one of the standard approaches for multi-objective decision-making. However, the computational cost of optimizing the acquisition function remains a significant bottleneck, primarily due…

Machine Learning · Computer Science 2025-12-08 Shuhei Watanabe

We consider the problem of finite-horizon sequential experimental design to solve multi-objective optimization (MOO) of expensive black-box objective functions. This problem arises in many real-world applications, including materials…

Machine Learning · Computer Science 2025-05-02 Syrine Belakaria , Alaleh Ahmadianshalchi , Barbara Engelhardt , Stefano Ermon , Janardhan Rao Doppa

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 a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Design optimization of engineering systems with multiple competing objectives is a painstakingly tedious process especially when the objective functions are expensive-to-evaluate computer codes with parametric uncertainties. The…

Optimization and Control · Mathematics 2019-06-20 Piyush Pandita , Ilias Bilionis , Jitesh Panchal , B. P. Gautham , Amol Joshi , Pramod Zagade

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

Here, we present two complementary approaches that advance quadratic unconstrained binary optimization (QUBO) toward practical use in data-driven materials design and other real-valued black-box optimization tasks. First, we introduce a…

Materials Science · Physics 2025-12-15 Thomas Plehn , Daniel Barragan-Yani , Eric Breitbarth , Guillermo Requena , David Melching

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Designing high-entropy alloys (HEAs) that are both mechanically hard and possess soft magnetic properties is inherently challenging, as a trade-off is needed for mechanical and magnetic properties. In this study, we optimize HEA…

Polymers are attractive in applications like flexible electronics and thermal interface materials due to their mechanical compliance and processability. However, conventional polymers have low thermal conductivity (TC), limiting their heat…

Materials Science · Physics 2026-03-25 Yuhan Liu , Jiaxin Xu , Renzheng Zhang , Meng Jiang , Tengfei Luo

Many-objective optimisation, a subset of multi-objective optimisation, involves optimisation problems with more than three objectives. As the number of objectives increases, the number of solutions needed to adequately represent the entire…

Artificial Intelligence · Computer Science 2026-04-13 Chao Jiang , Jingyu Huang , Miqing Li

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Design optimization under uncertainty is notoriously difficult when the objective function is expensive to evaluate. State-of-the-art techniques, e.g, stochastic optimization or sampling average approximation, fail to learn exploitable…

Optimization and Control · Mathematics 2019-06-20 Piyush Pandita , Ilias Bilionis , Jitesh Panchal

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

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato