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Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

Machine Learning · Statistics 2026-05-28 Qin Lu , Konstantinos D. Polyzos , Bingcong Li , Georgios B. Giannakis

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Combinatorial optimization (CO) problems are challenging as the computation time grows exponentially with the input. Graph Neural Networks (GNNs) show promise for researchers in solving CO problems. This study investigates the effectiveness…

Optimization and Control · Mathematics 2024-11-12 Chenchuhui Hu

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 is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

Black-box optimization (BBO) algorithms are concerned with finding the best solutions for problems with missing analytical details. Most classical methods for such problems are based on strong and fixed a priori assumptions, such as…

Machine Learning · Computer Science 2023-02-01 Minfang Lu , Shuai Ning , Shuangrong Liu , Fengyang Sun , Bo Zhang , Bo Yang , Lin Wang

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

This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…

Optimization and Control · Mathematics 2025-03-19 Katrin Baumgärtner , Moritz Diehl

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

This article develops a Bayesian optimization (BO) method which acts directly over raw strings, proposing the first uses of string kernels and genetic algorithms within BO loops. Recent applications of BO over strings have been hindered by…

Machine Learning · Computer Science 2020-10-05 Henry B. Moss , Daniel Beck , Javier Gonzalez , David S. Leslie , Paul Rayson

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

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

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

In recent years, graph neural networks (GNNs) have become increasingly popular for solving NP-hard combinatorial optimization (CO) problems, such as maximum cut and maximum independent set. The core idea behind these methods is to represent…

Machine Learning · Computer Science 2024-06-11 Yang Liu , Peng Zhang , Yang Gao , Chuan Zhou , Zhao Li , Hongyang Chen

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

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
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