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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

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 a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

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) 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

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane

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

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…

Machine Learning · Computer Science 2023-03-06 Aryan Deshwal , Sebastian Ament , Maximilian Balandat , Eytan Bakshy , Janardhan Rao Doppa , David Eriksson

Epidemiological compartmental models are useful for understanding infectious disease propagation and directing public health policy decisions. Calibration of these models is an important step in offering accurate forecasts of disease…

Machine Learning · Computer Science 2023-12-12 Nikunj Gupta , Anh Mai , Azza Abouzied , Dennis Shasha

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Traditional epidemic detection algorithms make decisions using only local information. We propose a novel approach that explicitly models spatial information fusion from several metapopulations. Our method also takes into account…

Computation · Statistics 2015-09-15 Michael Ludkovski , Katherine Shatskikh

Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…

Machine Learning · Computer Science 2020-03-25 Eric Hans Lee , Valerio Perrone , Cedric Archambeau , Matthias Seeger

Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

Machine Learning · Computer Science 2026-05-12 Marshal Arijona Sinaga , Julien Martinelli , Teemu Turpeinen , Samuel Kaski