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Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define --…

Machine Learning · Computer Science 2021-06-11 David Eriksson , Martin Jankowiak

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

Accelerator physics relies on numerical algorithms to solve optimization problems in online accelerator control and tasks such as experimental design and model calibration in simulations. The effectiveness of optimization algorithms in…

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

Materials Science · Physics 2021-08-03 Lars Kotthoff , Hud Wahab , Patrick Johnson

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

Automated chemical synthesis, materials fabrication, and spectroscopic physical measurements often bring forth the challenge of process trajectory optimization, i.e., discovering the time dependence of temperature, electric field, or…

Disordered Systems and Neural Networks · Physics 2022-06-28 Mani Valleti , Rama K. Vasudevan , Maxim A. Ziatdinov , Sergei V. Kalinin

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

In this paper, we present the application of a recently developed algorithm for Bayesian multi-objective optimization to the design of a commercial aircraft environment control system (ECS). In our model, the ECS is composed of two…

Optimization and Control · Mathematics 2016-10-10 Paul Feliot , Yves Le Guennec , Julien Bect , Emmanuel Vazquez

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Bayesian optimisation is a powerful tool to solve expensive black-box problems, but fails when the stationary assumption made on the objective function is strongly violated, which is the case in particular for ill-conditioned or…

Machine Learning · Statistics 2019-12-06 Victor Picheny , Sattar Vakili , Artem Artemev

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…

Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Machine Learning · Computer Science 2025-04-25 Dawei Zhan , Zhaoxi Zeng , Shuoxiao Wei , Ping Wu

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…

Machine Learning · Statistics 2018-02-16 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Svetha Venkatesh , Alistair Shilton

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

Machine Learning · Statistics 2022-07-04 Rika Antonova , Jingyun Yang , Krishna Murthy Jatavallabhula , Jeannette Bohg

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an…

Optimization and Control · Mathematics 2026-04-01 Ali Tfaily , Youssef Diouane , Nathalie Bartoli , Michael Kokkolaras

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…

Machine Learning · Computer Science 2020-02-26 David Eriksson , Michael Pearce , Jacob R Gardner , Ryan Turner , Matthias Poloczek

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek