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Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…

Machine Learning · Computer Science 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe

Bayesian optimization (BO) has emerged as a powerful tool for navigating complex search spaces, showcasing practical applications in the fields of science and engineering.However, since it typically relies on a surrogate model to…

Machine Learning · Computer Science 2024-06-19 Joseph Chakar

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

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 (BO) is a powerful, sample-efficient technique to optimize expensive-to-evaluate functions. Each of the BO components, such as the surrogate model, the acquisition function (AF), or the initial design, is subject to a…

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

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

Machine Learning · Computer Science 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Bayesian optimisation (BO) is a standard approach for sample-efficient global optimisation of expensive black-box functions, yet its scalability to high dimensions remains challenging. Here, we investigate nonlinear dimensionality reduction…

Optimization and Control · Mathematics 2025-10-20 Luo Long , Coralia Cartis , Paz Fink Shustin

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

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

Bayesian Optimization (BO) is a data-driven strategy for minimizing/maximizing black-box functions based on probabilistic surrogate models. In the presence of safety constraints, the performance of BO crucially relies on tight probabilistic…

Machine Learning · Statistics 2025-04-15 Oleksii Molodchyk , Johannes Teutsch , Timm Faulwasser

Batch Bayesian optimisation (BO) is a successful technique for the optimisation of expensive black-box functions. Asynchronous BO can reduce wallclock time by starting a new evaluation as soon as another finishes, thus maximising resource…

Machine Learning · Computer Science 2021-06-14 George De Ath , Richard M. Everson , Jonathan E. Fieldsend

Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…

Machine Learning · Computer Science 2025-11-12 Shu Hong , Yongsheng Mei , Mahdi Imani , Tian Lan

Bayesian optimization (BO) suffers from long computing times when processing highly-dimensional or large data sets. These long computing times are a result of the Gaussian process surrogate model having a polynomial time complexity with the…

Machine Learning · Computer Science 2023-09-12 Alexander E. Siemenn , Tonio Buonassisi

Bayesian Optimization (BO) is typically used to optimize an unknown function $f$ that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically…

Machine Learning · Computer Science 2024-02-09 Anthony Bardou , Patrick Thiran , Thomas Begin

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Machine Learning · Computer Science 2020-10-23 Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

Faced with problems of increasing complexity, recent research in Bayesian Optimisation (BO) has focused on adapting deep probabilistic models as flexible alternatives to Gaussian Processes (GPs). In a similar vein, this paper investigates…

Machine Learning · Computer Science 2022-05-31 Alexandre Maraval , Matthieu Zimmer , Antoine Grosnit , Rasul Tutunov , Jun Wang , Haitham Bou Ammar

Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson
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