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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

Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…

Machine Learning · Computer Science 2023-08-10 Wenlong Lyu , Shoubo Hu , Jie Chuai , Zhitang Chen

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in…

Machine Learning · Computer Science 2024-04-23 Da Long , Wei W. Xing , Aditi S. Krishnapriyan , Robert M. Kirby , Shandian Zhe , Michael W. Mahoney

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

Despite recent advances in automated machine learning, model selection is still a complex and computationally intensive process. For Gaussian processes (GPs), selecting the kernel is a crucial task, often done manually by the expert.…

Machine Learning · Computer Science 2022-10-24 Matthias Bitzer , Mona Meister , Christoph Zimmer

Controller tuning based on black-box optimization allows to automatically tune performance-critical parameters w.r.t. mostly arbitrary high-level closed-loop control objectives. However, a comprehensive benchmark of different black-box…

Systems and Control · Electrical Eng. & Systems 2022-11-07 David Stenger , Dirk Abel

Bayesian optimization is a data-efficient technique that has been shown to be extremely powerful to optimize expensive, black-box, and possibly noisy objective functions. Many applications involve optimizing probabilities and mixtures which…

Machine Learning · Computer Science 2026-03-11 Federico Pavesi , Antonio Candelieri , Noémie Jaquier

Optimization of product and system characteristics is required in many fields, including design and control. Bayesian optimization (BO) is often used when there are high observing costs, because BO theoretically guarantees an upper bound on…

Machine Learning · Computer Science 2024-03-26 Yasunori Taguchi , Hiro Gangi

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…

Machine Learning · Statistics 2020-08-11 Binxin Ru , Ahsan S. Alvi , Vu Nguyen , Michael A. Osborne , Stephen J Roberts

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

Bayesian optimization is a popular method for solving the problem of global optimization of an expensive-to-evaluate black-box function. It relies on a probabilistic surrogate model of the objective function, upon which an acquisition…

Machine Learning · Statistics 2022-06-22 Jungtaek Kim , Seungjin Choi , Minsu Cho

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

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…

The global optimization of a high-dimensional black-box function under black-box constraints is a pervasive task in machine learning, control, and engineering. These problems are challenging since the feasible set is typically non-convex…

Machine Learning · Computer Science 2021-03-02 David Eriksson , Matthias Poloczek

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…

Machine Learning · Statistics 2021-06-11 Xingchen Wan , Vu Nguyen , Huong Ha , Binxin Ru , Cong Lu , Michael A. Osborne

Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…

Machine Learning · Computer Science 2026-01-14 Md Shafiqul Islam , Shakti Prasad Padhy , Douglas Allaire , Raymundo Arróyave

Bayesian optimization (BO) is a powerful and data-efficient method for iterative materials discovery and design, particularly valuable when prior knowledge is limited, underlying functional relationships are complex or unknown, and the cost…

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

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