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Bayesian optimization (BO) is an efficient framework for optimizing expensive black-box functions. However, it is typically formulated as learning an end-to-end mapping from inputs to scalar objectives, thereby discarding the potentially…

Machine Learning · Computer Science 2026-05-12 Wenbin Wang , Colin N. Jones

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

Machine Learning · Computer Science 2023-06-21 Utkarsh Prakash , Aryan Chollera , Kushagra Khatwani , Prabuchandran K. J. , Tejas Bodas

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Machine Learning · Computer Science 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman

Control system optimization has long been a fundamental challenge in robotics. While recent advancements have led to the development of control algorithms that leverage learning-based approaches, such as SafeOpt, to optimize single feedback…

Robotics · Computer Science 2024-11-13 Lihao Zheng , Hongxuan Wang , Xiaocong Li , Jun Ma , Prahlad Vadakkepat

The practical use of Bayesian Optimization (BO) in engineering applications imposes special requirements: high sampling efficiency on the one hand and finding a robust solution on the other hand. We address the case of adversarial…

Machine Learning · Computer Science 2024-06-03 Dorina Weichert , Alexander Kister , Sebastian Houben , Patrick Link , Gunar Ernis

In this paper, the problem of safe global maximization (it should not be confused with robust optimization) of expensive noisy black-box functions satisfying the Lipschitz condition is considered. The notion "safe" means that the objective…

Optimization and Control · Mathematics 2020-08-18 Yaroslav D. Sergeyev , Antonio Candelieri , Dmitri E. Kvasov , Riccardo Perego

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…

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Many black-box optimization tasks arising in high-stakes applications require risk-averse decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the expected value only. We generalize BO to trade mean and…

Machine Learning · Computer Science 2021-11-10 Anastasiia Makarova , Ilnura Usmanova , Ilija Bogunovic , Andreas Krause

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

Machine Learning · Computer Science 2025-01-24 Zhendong Guo , Yew-Soon Ong , Tiantian He , Haitao Liu

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

Safe learning and optimization deals with learning and optimization problems that avoid, as much as possible, the evaluation of non-safe input points, which are solutions, policies, or strategies that cause an irrecoverable loss (e.g.,…

Machine Learning · Computer Science 2021-06-25 Youngmin Kim , Richard Allmendinger , Manuel López-Ibáñez

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

Bayesian Optimisation (BO) is a state-of-the-art global optimisation technique for black-box problems where derivative information is unavailable, and sample efficiency is crucial. However, improving the general scalability of BO has proved…

Optimization and Control · Mathematics 2024-12-13 Luo Long , Coralia Cartis , Paz Fink Shustin

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Aligning language models for both helpfulness and safety typically requires complex pipelines-separate reward and cost models, online reinforcement learning, and primal-dual updates. Recent direct preference optimization approaches simplify…

Machine Learning · Computer Science 2026-05-13 Tien-Phat Nguyen , Truong Nguyen , Thin Nguyen , Duy Minh Ho Nguyen , Ngoc-Thanh Dinh , Trung Le

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
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