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Bayesian optimization (BO) is a widely used iterative black-box optimization method that utilizes Gaussian process (GP) surrogate models. In practice, BO is typically terminated after a fixed evaluation budget is exhausted, which can incur…

Machine Learning · Computer Science 2026-05-22 Haowei Wang , Jingyi Wang , Qiyu Wei

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

Closed-loop performance of sequential decision making algorithms, such as model predictive control, depends strongly on the choice of controller parameters. Bayesian optimization allows learning of parameters from closed-loop experiments,…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Sebastian Hirt , Lukas Theiner , Rolf Findeisen

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

Robotics · Computer Science 2022-06-02 Rel Guzman , Rafael Oliveira , Fabio Ramos

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 data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

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

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2022-07-08 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zelda Mariet , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

The End-of-Line (EoL) calibration of semi-active suspension systems for road vehicles is usually a critical and expensive task, needing a team of vehicle and control experts as well as many hours of professional driving. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-10-22 Gianluca Savaia , Youngil Sohn , Simone Formentin , Giulio Panzani , Matteo Corno , Sergio M. Savaresi

Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications,…

Robotics · Computer Science 2026-04-03 Johanna Menn , David Stenger , Sebastian Trimpe

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

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) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

Machine Learning · Computer Science 2026-03-13 Eike Cramer , Luis Kutschat , Oliver Stollenwerk , Joel A. Paulson , Alexander Mitsos

In this paper, we address the problem of cost-sensitive multi-fidelity Bayesian Optimization (BO) for efficient hyperparameter optimization (HPO). Specifically, we assume a scenario where users want to early-stop the BO when the performance…

Machine Learning · Computer Science 2024-05-29 Dong Bok Lee , Aoxuan Silvia Zhang , Byungjoo Kim , Junhyeon Park , Juho Lee , Sung Ju Hwang , Hae Beom Lee

Bayesian optimization (BO) has proven to be a powerful tool for automatically tuning control parameters without requiring knowledge of the underlying system dynamics. Safe BO methods, in addition, guarantee safety during the optimization…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Antonia Holzapfel , Paul Brunzema , Sebastian Trimpe