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Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…

Machine Learning · Statistics 2024-12-12 James T. Wilson

We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…

Machine Learning · Statistics 2018-12-04 Bernd Bischl , Jakob Richter , Jakob Bossek , Daniel Horn , Janek Thomas , Michel Lang

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

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

Control algorithms such as model predictive control (MPC) and state estimators rely on a number of different parameters. The performance of the closed loop usually depends on the correct setting of these parameters. Tuning is often done…

Systems and Control · Electrical Eng. & Systems 2020-10-15 David Stenger , Muzaffer Ay , Dirk Abel

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

Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such…

Machine Learning · Statistics 2026-03-10 Jing Jingzhe , Fan Zheyi , Szu Hui Ng , Qingpei Hu

The commissioning of industrial electric drives still relies heavily on manual tuning of cascaded control loops, requiring expert knowledge and significant time. In this paper, we propose a fully automated approach for tuning the current…

Systems and Control · Electrical Eng. & Systems 2026-05-28 David Petrovic , Gian Antonio Susto , Angelo Cenedese

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…

Machine Learning · Computer Science 2021-06-14 Eric Hans Lee , David Eriksson , Valerio Perrone , Matthias Seeger

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Any industrial system goes along with objectives to be met (e.g. economic performance), disturbances to handle (e.g. market fluctuations, catalyst decay, unexpected variations in uncontrolled flow rates and compositions,...), and…

Optimization and Control · Mathematics 2021-08-20 Aris Papasavvas

Black-Box Optimization (BBO) has found successful applications in many fields of science and engineering. Recently, there has been a growing interest in meta-learning particular components of BBO algorithms to speed up optimization and get…

Machine Learning · Computer Science 2024-11-04 Lei Song , Chenxiao Gao , Ke Xue , Chenyang Wu , Dong Li , Jianye Hao , Zongzhang Zhang , Chao Qian

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually…

Robotics · Computer Science 2020-04-08 Felix Berkenkamp , Andreas Krause , Angela P. Schoellig

Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…

Robotics · Computer Science 2026-02-09 Xudong Sun , Armand Jordana , Massimo Fornasier , Jalal Etesami , Majid Khadiv

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Optimal design under uncertainty remains a fundamental challenge in advancing reliable, next-generation process systems. Robust optimization (RO) offers a principled approach by safeguarding against worst-case scenarios across a range of…

Machine Learning · Computer Science 2025-10-07 Akshay Kudva , Joel A. Paulson

Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…

Computation · Statistics 2019-10-29 Johnathan Bardsley , Tiangang Cui , Youssef Marzouk , Zheng Wang

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…

Machine Learning · Statistics 2025-10-21 Anthony Bardou , Patrick Thiran

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi
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