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We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

Machine Learning · Statistics 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

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) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

Machine Learning · Computer Science 2021-08-02 Quoc Phong Nguyen , Zhaoxuan Wu , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian optimization (BO) with Gaussian processes is a powerful methodology to optimize an expensive black-box function with as few function evaluations as possible. The expected improvement (EI) and probability of improvement (PI) are…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa

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

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Bayesian optimization (BO) efficiently finds high-performing parameters by maximizing an acquisition function, which models the promise of parameters. A major computational bottleneck arises in acquisition function optimization, where…

Machine Learning · Computer Science 2025-12-10 Kaichi Irie , Shuhei Watanabe , Masaki Onishi

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

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

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

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

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…

Machine Learning · Computer Science 2021-02-19 Louis C. Tiao , Aaron Klein , Matthias Seeger , Edwin V. Bonilla , Cedric Archambeau , Fabio Ramos

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

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 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