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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 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 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

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

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 framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…

Machine Learning · Computer Science 2022-01-04 Raul Astudillo , Peter I. Frazier

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

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

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

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

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

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 is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…

Robotics · Computer Science 2026-04-03 Johanna Menn , David Stenger , Sebastian Trimpe

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) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato
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