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Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

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) is a surrogate-assisted global optimization technique that has been successfully applied in various fields, e.g., automated machine learning and design optimization. Built upon a so-called infill-criterion and…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Elena Raponi , Hao Wang , Mariusz Bujny , Simonetta Boria , Carola Doerr

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) 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 approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…

Machine Learning · Computer Science 2025-11-04 Diantong Li , Kyunghyun Cho , Chong Liu

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

Machine Learning · Computer Science 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO…

Machine Learning · Statistics 2025-09-30 Anthony Bardou , Antoine Gonon , Aryan Ahadinia , Patrick Thiran

Cooking typically involves a plethora of decisions about ingredients and tools that need to be chosen in order to write a good cooking recipe. Cooking can be modelled in an optimization framework, as it involves a search space of…

Artificial Intelligence · Computer Science 2020-02-04 Eduardo C. Garrido-Merchán , Alejandro Albarca-Molina

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

Efficient design of genomic perturbation experiments is crucial for accelerating drug discovery and therapeutic target identification, yet exhaustive perturbation of the human genome remains infeasible due to the vast search space of…

Machine Learning · Statistics 2026-03-24 Yanke Li , Tianyu Cui , Tommaso Mansi , Mangal Prakash , Rui Liao

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

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) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

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

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen