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Designing molecules that must satisfy multiple, often conflicting objectives is a central challenge in molecular discovery. The enormous size of chemical space and the cost of high-fidelity simulations have driven the development of machine…

Machine Learning · Statistics 2025-12-22 Madhav R. Muthyala , Farshud Sorourifar , Tianhong Tan , You Peng , Joel A. Paulson

Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…

Machine Learning · Computer Science 2022-10-07 Ben Tu , Axel Gandy , Nikolas Kantas , Behrang Shafei

In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are…

Machine Learning · Computer Science 2022-02-09 Elvis Nava , Mojmír Mutný , Andreas Krause

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Machine Learning · Computer Science 2023-05-04 Natalie Maus , Kaiwen Wu , David Eriksson , Jacob Gardner

Bayesian optimization (BO) methods choose sample points by optimizing an acquisition function derived from a statistical model of the objective. These acquisition functions are chosen to balance sampling regions with predicted good…

Machine Learning · Computer Science 2024-08-16 Darian Nwankwo , David Bindel

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

Machine Learning · Computer Science 2022-10-04 Zijing Liu , Xiyao Qu , Xuejun Liu , Hongqiang Lyu

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

Bayesian optimization (BO) protocol based on Active Learning (AL) principles has garnered significant attention due to its ability to optimize black-box objective functions efficiently. This capability is a prerequisite for guiding…

Chemical Physics · Physics 2024-08-07 Osman Mamun , Markus Bause , Bhuiyan Shameem Mahmud Ebna Hai

Bayesian Optimization (BO) is a key methodology for accelerating molecular discovery by estimating the mapping from molecules to their properties while seeking the optimal candidate. Typically, BO iteratively updates a probabilistic…

Machine Learning · Computer Science 2025-12-17 Qi Chen , Fabio Ramos , Alán Aspuru-Guzik , Florian Shkurti

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The…

Machine Learning · Computer Science 2025-08-14 Mengyan Zhang , Shahine Bouabid , Cheng Soon Ong , Seth Flaxman , Dino Sejdinovic

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such…

Machine Learning · Statistics 2019-06-19 Yehong Zhang , Zhongxiang Dai , Kian Hsiang Low

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

We present Acquisition Thompson Sampling (ATS), a novel technique for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of…

Machine Learning · Computer Science 2019-10-18 Alessandro De Palma , Celestine Mendler-Dünner , Thomas Parnell , Andreea Anghel , Haralampos Pozidis

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 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) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.),…

Machine Learning · Computer Science 2025-02-25 Melis Ilayda Bal , Pier Giuseppe Sessa , Mojmir Mutny , Andreas Krause