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Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…

Machine Learning · Computer Science 2026-02-12 Aashwin Mishra , Matt Seaberg , Ryan Roussel , Daniel Ratner , Apurva Mehta

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

This paper introduces a modular framework for Mixed-variable and Combinatorial Bayesian Optimization (MCBO) to address the lack of systematic benchmarking and standardized evaluation in the field. Current MCBO papers often introduce…

Machine Learning · Computer Science 2023-12-12 Kamil Dreczkowski , Antoine Grosnit , Haitham Bou Ammar

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…

There are a lot of real-world black-box optimization problems that need to optimize multiple criteria simultaneously. However, in a multi-objective optimization (MOO) problem, identifying the whole Pareto front requires the prohibitive…

Machine Learning · Computer Science 2023-11-23 Ryota Ozaki , Kazuki Ishikawa , Youhei Kanzaki , Shinya Suzuki , Shion Takeno , Ichiro Takeuchi , Masayuki Karasuyama

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

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

Mobile networks require safe optimization to adapt to changing conditions in traffic demand and signal transmission quality, in addition to improving service performance metrics. With the increasing complexity of emerging mobile networks,…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Alina Castell Blasco , Maxime Bouton

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

Adhesive joints are increasingly used in industry for a wide variety of applications because of their favorable characteristics such as high strength-to-weight ratio, design flexibility, limited stress concentrations, planar force transfer,…

It is widely recognized in modern machine learning practice that access to a diverse set of tasks can enhance performance across those tasks. This observation suggests that, unlike in general multi-objective optimization, the objectives in…

Machine Learning · Computer Science 2025-09-09 Ben Kretzu , Karen Ullrich , Yonathan Efroni

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Machine Learning · Computer Science 2025-04-03 Vu Viet Hoang , Hung The Tran , Sunil Gupta , Vu Nguyen

Bayesian optimization (BayesOpt) is a gold standard for query-efficient continuous optimization. However, its adoption for drug design has been hindered by the discrete, high-dimensional nature of the decision variables. We develop a new…

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Scientific discovery is increasingly constrained by costly experiments and limited resources, underscoring the need for efficient optimization in AI for science. Bayesian Optimization (BO), though widely adopted for balancing exploration…

Artificial Intelligence · Computer Science 2026-05-19 Xinzhe Yuan , Zhuo Chen , Jianshu Zhang , Huan Xiong , Nanyang Ye , Yuqiang Li , Qinying Gu

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Bayesian optimization is known to be difficult to scale to high dimensions, because the acquisition step requires solving a non-convex optimization problem in the same search space. In order to scale the method and keep its benefits, we…

Machine Learning · Computer Science 2019-05-29 Johannes Kirschner , Mojmír Mutný , Nicole Hiller , Rasmus Ischebeck , Andreas Krause

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

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

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li