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Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that…

Machine Learning · Computer Science 2026-05-08 Maresa Schröder , Pascal Janetzky , Michael Klar , Stefan Feuerriegel

Designing molecules that must satisfy multiple, often conflicting objectives is a central challenge in molecular discovery. The enormous size of chemical space and the cost of high-fidelity simulations have driven the development of machine…

Machine Learning · Statistics 2025-12-22 Madhav R. Muthyala , Farshud Sorourifar , Tianhong Tan , You Peng , Joel A. Paulson

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

In this paper, we deal with batch Bayesian Optimization (Bayes-Opt) problems over a box and we propose a novel bi-objective optimization (BOO) acquisition strategy to sample points where to evaluate the objective function. The BOO problem…

Optimization and Control · Mathematics 2025-05-27 Francesco Carciaghi , Simone Magistri , Pierluigi Mansueto , Fabio Schoen

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…

Machine Learning · Computer Science 2024-06-14 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

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

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Bayesian optimization (BO) is a class of sample-efficient global optimization methods, where a probabilistic model conditioned on previous observations is used to determine future evaluations via the optimization of an acquisition function.…

Machine Learning · Computer Science 2020-06-22 Eric Hans Lee , David Eriksson , Bolong Cheng , Michael McCourt , David Bindel

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

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) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

Many scientific and industrial applications require the joint optimization of multiple, potentially competing objectives. Multi-objective Bayesian optimization (MOBO) is a sample-efficient framework for identifying Pareto-optimal solutions.…

Machine Learning · Computer Science 2024-06-10 Ji Won Park , Nataša Tagasovska , Michael Maser , Stephen Ra , Kyunghyun Cho

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…