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Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Zhaozhong Chen , Nisar Ahmed , Simon Julier , Christoffer Heckman

Scientific discovery is increasingly constrained by costly experiments and limited resources, underscoring the need for efficient optimization in AI for science. Bayesian Optimization (BO), though widely adopted for balancing exploration…

Artificial Intelligence · Computer Science 2026-05-19 Xinzhe Yuan , Zhuo Chen , Jianshu Zhang , Huan Xiong , Nanyang Ye , Yuqiang Li , Qinying Gu

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

Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…

Machine Learning · Computer Science 2019-12-02 Dang Nguyen , Sunil Gupta , Santu Rana , Alistair Shilton , Svetha Venkatesh

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

Manual tuning of performance-critical controller parameters can be tedious and sub-optimal. Bayesian Optimization (BO) is an increasingly popular practical alternative to automatically optimize controller parameters from few experiments.…

Systems and Control · Electrical Eng. & Systems 2025-01-22 David Stenger , Dominik Scheurenberg , Heike Vallery , Sebastian Trimpe

The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands as one of the best…

Neural and Evolutionary Computing · Computer Science 2023-05-19 Shay Snyder , Sumedh R. Risbud , Maryam Parsa

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Machine Learning · Statistics 2023-03-22 Zahra Zanjani Foumani , Mehdi Shishehbor , Amin Yousefpour , Ramin Bostanabad

This paper presents a data-driven strategy to streamline the deployment of model-based controllers in legged robotic hardware platforms. Our approach leverages a model-free safe learning algorithm to automate the tuning of control gains,…

Robotics · Computer Science 2023-10-27 Daniel Widmer , Dongho Kang , Bhavya Sukhija , Jonas Hübotter , Andreas Krause , Stelian Coros

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

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Optimization and Control · Mathematics 2022-02-10 Joel A. Paulson , Congwen Lu

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency…

Robotics · Computer Science 2023-07-31 Haotian Xu , Shengjie Wang , Zhaolei Wang , Yunzhe Zhang , Qing Zhuo , Yang Gao , Tao Zhang

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

Bayesian Optimization (BO) is a common solution to search optimal hyperparameters based on sample observations of a machine learning model. Existing BO algorithms could converge slowly even collapse when the potential observation noise…

Computer Vision and Pattern Recognition · Computer Science 2022-10-10 Lei Cui , Yangguang Li , Xin Lu , Dong An , Fenggang Liu

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

In many real-world optimization problems, we have prior information about what objective function values are achievable. In this paper, we study the scenario that we have either exact knowledge of the minimum value or a, possibly inexact,…

Machine Learning · Computer Science 2025-09-26 Hanyang Wang , Juergen Branke , Matthias Poloczek

The closed-loop performance of model predictive controllers (MPCs) is sensitive to the choice of prediction models, controller formulation, and tuning parameters. However, prediction models are typically optimized for prediction accuracy…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Farshud Sorourifar , Georgios Makrygirgos , Ali Mesbah , Joel A. Paulson
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