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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

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

Machine Learning · Computer Science 2023-05-02 Kunal Jain , Prabuchandran K. J. , Tejas Bodas

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Machine Learning · Computer Science 2025-04-02 Dongwon Kim , Matteo Zecchin , Sangwoo Park , Joonhyuk Kang , Osvaldo Simeone

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the…

Systems and Control · Computer Science 2018-02-07 Alonso Marco , Philipp Hennig , Stefan Schaal , Sebastian Trimpe

Optimising the major next-generation cosmological surveys (such as {\em SNAP, KAOS etc...}) is a key problem given our ignorance of the physics underlying cosmic acceleration and the plethora of surveys planned. We propose a Bayesian design…

Astrophysics · Physics 2009-11-10 Bruce A. Bassett

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

Robotics and automation offer massive accelerations for solving intractable, multivariate scientific problems such as materials discovery, but the available search spaces can be dauntingly large. Bayesian optimization (BO) has emerged as a…

Machine Learning · Computer Science 2025-09-22 Abdoulatif Cisse , Xenophon Evangelopoulos , Sam Carruthers , Vladimir V. Gusev , Andrew I. Cooper

Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…

Machine Learning · Computer Science 2023-02-24 Henry B. Moss , Sebastian W. Ober , Victor Picheny

Bayesian optimisation presents a sample-efficient methodology for global optimisation. Within this framework, a crucial performance-determining subroutine is the maximisation of the acquisition function, a task complicated by the fact that…

Machine Learning · Computer Science 2020-12-18 Antoine Grosnit , Alexander I. Cowen-Rivers , Rasul Tutunov , Ryan-Rhys Griffiths , Jun Wang , Haitham Bou-Ammar

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

We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…

Machine Learning · Computer Science 2020-06-25 Alma Rahat , Michael Wood

Information-theoretic Bayesian optimization techniques have become popular for optimizing expensive-to-evaluate black-box functions due to their non-myopic qualities. Entropy Search and Predictive Entropy Search both consider the entropy…

Machine Learning · Computer Science 2023-01-18 Carl Hvarfner , Frank Hutter , Luigi Nardi

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford