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Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

Bayesian optimization (BO) selects evaluation points for expensive black-box objectives using Gaussian process (GP) predictive distributions. Kernel choice and hyperparameter selection can lead to miscalibrated predictive distributions and…

Machine Learning · Statistics 2026-05-20 Aurélien Pion , Emmanuel Vazquez

Efficient exploration of vast compositional and processing spaces is essential for accelerated materials discovery. Bayesian optimization (BO) provides a principled strategy for identifying optimal materials with minimal experiments, yet…

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach…

Machine Learning · Statistics 2016-01-12 Ziyu Wang , Frank Hutter , Masrour Zoghi , David Matheson , Nando de Freitas

In this paper, we consider improving the efficiency of information-based autonomous robot exploration in unknown and complex environments. We first utilize Gaussian process (GP) regression to learn a surrogate model to infer the…

Robotics · Computer Science 2023-09-12 Yang Xu , Ronghao Zheng , Senlin Zhang , Meiqin Liu , Shoudong Huang

Bayesian Optimization (BO) is widely used for optimising black-box functions but requires us to specify the length scale hyperparameter, which defines the smoothness of the functions the optimizer will consider. Most current BO algorithms…

Machine Learning · Statistics 2024-11-26 Juliusz Ziomek , Masaki Adachi , Michael A. Osborne

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

Bayesian Optimization (BO) is a data-driven strategy for minimizing/maximizing black-box functions based on probabilistic surrogate models. In the presence of safety constraints, the performance of BO crucially relies on tight probabilistic…

Machine Learning · Statistics 2025-04-15 Oleksii Molodchyk , Johannes Teutsch , Timm Faulwasser

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…

Machine Learning · Computer Science 2025-05-30 Aya Kayal , Sattar Vakili , Laura Toni , Da-shan Shiu , Alberto Bernacchia

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Dynamic pricing is the practice of adjusting the selling price of a product to maximize a firm's revenue by responding to market demand. The literature typically distinguishes between two settings: infinite inventory, where the firm has…

Machine Learning · Computer Science 2025-10-15 Anush Anand , Pranav Agrawal , Tejas Bodas

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

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

Learning robot controllers by minimizing a black-box objective cost using Bayesian optimization (BO) can be time-consuming and challenging. It is very often the case that some roll-outs result in failure behaviors, causing premature…

Machine Learning · Computer Science 2020-11-11 Alonso Marco , Dominik Baumann , Philipp Hennig , Sebastian Trimpe

The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands as one of the best…

Neural and Evolutionary Computing · Computer Science 2023-05-19 Shay Snyder , Sumedh R. Risbud , Maryam Parsa

In this paper we propose DKIBO, a Bayesian optimization (BO) algorithm that accommodates domain knowledge to tune exploration in the search space. Bayesian optimization has recently emerged as a sample-efficient optimizer for many…

Artificial Intelligence · Computer Science 2023-11-28 Zikai Xie , Xenophon Evangelopoulos , Joseph Thacker , Andrew Cooper

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Machine Learning · Computer Science 2022-06-17 Sebastian Ament , Carla Gomes