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While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

Bayesian optimisation (BO) is a standard approach for sample-efficient global optimisation of expensive black-box functions, yet its scalability to high dimensions remains challenging. Here, we investigate nonlinear dimensionality reduction…

Optimization and Control · Mathematics 2025-10-20 Luo Long , Coralia Cartis , Paz Fink Shustin

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Machine Learning · Computer Science 2024-05-30 Wenjie Xu , Wenbin Wang , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Radiation therapy treatment planning can be viewed as an iterative hyperparameter tuning process to balance conflicting clinical goals. In this work, we investigated the performance of modern Bayesian Optimization (BO) methods on automated…

Medical Physics · Physics 2023-02-15 Qingying Wang , Ruoxi Wang , Jiacheng Liu , Fan Jiang , Haizhen Yue , Yi Du , Hao Wu

Bayesian optimization (BO) struggles in high dimensions, where Gaussian-process surrogates demand heavy retraining and brittle assumptions, slowing progress on real engineering and design problems. We introduce GIT-BO, a Gradient-Informed…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Rosen Ting-Ying Yu , Cyril Picard , Faez Ahmed

Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…

Machine Learning · Statistics 2025-12-11 Jingru Huang , Haijie Xu , Manrui Jiang , Chen Zhang

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

Safe Bayesian optimization (BO) with Gaussian processes is an effective tool for tuning control policies in safety-critical real-world systems, specifically due to its sample efficiency and safety guarantees. However, most safe BO…

Optimization and Control · Mathematics 2025-12-15 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that…

Machine Learning · Computer Science 2024-06-24 Raul Astudillo , Kejun Li , Maegan Tucker , Chu Xin Cheng , Aaron D. Ames , Yisong Yue

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or…

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…

Machine Learning · Computer Science 2020-11-25 Gauthier Guinet , Valerio Perrone , Cédric Archambeau

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Machine Learning · Statistics 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy
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