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Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…

Machine Learning · Statistics 2018-12-04 Bernd Bischl , Jakob Richter , Jakob Bossek , Daniel Horn , Janek Thomas , Michel Lang

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

The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO),…

Machine Learning · Computer Science 2020-08-05 Erik Daxberger , Anastasia Makarova , Matteo Turchetta , Andreas Krause

Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these…

Machine Learning · Computer Science 2020-07-29 Mohamed Osama Ahmed , Sharan Vaswani , Mark Schmidt

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Machine Learning · Computer Science 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh

Analog layout synthesis faces significant challenges due to its dependence on manual processes, considerable time requirements, and performance instability. Current Bayesian Optimization (BO)-based techniques for analog layout synthesis,…

Artificial Intelligence · Computer Science 2024-12-09 Guojin Chen , Keren Zhu , Seunggeun Kim , Hanqing Zhu , Yao Lai , Bei Yu , David Z. Pan

Bayesian optimization (BO) is a powerful black-box optimization framework that looks to efficiently learn the global optimum of an unknown system by systematically trading-off between exploration and exploitation. However, the use of BO as…

Optimization and Control · Mathematics 2023-03-28 Dinesh Krishnamoorthy , Joel A. Paulson

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

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

Machine Learning · Computer Science 2026-01-28 Utkarsh Pratiush , Austin Houston , Richard Liu , Gerd Duscher , Sergei Kalinin

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 is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

The rise of machine learning and additive manufacturing has enabled the design of architected materials with tailored properties that surpass those of natural materials. Inverse design offers a data-efficient alternative to trial-and-error…

Applied Physics · Physics 2026-04-30 Hirak Kansara , Leo Guo , Wei Tan

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

Local Bayesian optimization is a promising practical approach to solve the high dimensional black-box function optimization problem. Among them is the approximated gradient class of methods, which implements a strategy similar to gradient…

Machine Learning · Computer Science 2024-05-27 Zheyi Fan , Wenyu Wang , Szu Hui Ng , Qingpei Hu

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 optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic
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