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Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

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

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, particularly in hyperparameter tuning. However, standard BO assumes access to precise objective values, which may be unavailable, noisy, or unreliable…

Machine Learning · Statistics 2025-10-07 Tunde Fahd Egunjobi

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

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 popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Machine Learning · Computer Science 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

Methodology · Statistics 2025-03-04 Anton van Beek

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…

Machine Learning · Computer Science 2021-06-14 Eric Hans Lee , David Eriksson , Valerio Perrone , Matthias Seeger

Motivated by the growing need for black-box optimization and data privacy, we introduce a collaborative Bayesian optimization (BO) framework that addresses both of these challenges. In this framework agents work collaboratively to optimize…

Machine Learning · Computer Science 2025-04-16 Donglin Zhan , Haoting Zhang , Rhonda Righter , Zeyu Zheng , James Anderson

This paper introduces the BOW Planner, a scalable motion planning algorithm designed to navigate robots through complex environments using constrained Bayesian optimization (CBO). Unlike traditional methods, which often struggle with…

Robotics · Computer Science 2026-05-01 Sourav Raxit , Abdullah Al Redwan Newaz , Paulo Padrao , Jose Fuentes , Leonardo Bobadilla

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer