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Given a Hyperparameter Optimization(HPO) problem, how to design an algorithm to find optimal configurations efficiently? Bayesian Optimization(BO) and the multi-fidelity BO methods employ surrogate models to sample configurations based on…

Machine Learning · Computer Science 2024-02-22 Yang Zhang , Haiyang Wu , Yuekui Yang

Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund…

Machine Learning · Computer Science 2023-02-21 Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Real-world black-box optimization often involves time-consuming or costly experiments and simulations. Multi-fidelity optimization (MFO) stands out as a cost-effective strategy that balances high-fidelity accuracy with computational…

Machine Learning · Computer Science 2024-02-16 Ke Li , Fan Li

Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…

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

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Bayesian optimization (BO) is widely used to accelerate physics and materials research, where objective function evaluations are computationally or experimentally expensive. While many BO frameworks focus on algorithmic efficiency,…

Computational Physics · Physics 2026-03-03 Yuichi Motoyama , Kazuyoshi Yoshimi , Tatsumi Aoyama , Kei Terayama , Koji Tsuda , Ryo Tamura

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

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 has been proposed as a practical and efficient tool through which to tune parameters in many difficult settings. Recently, such techniques have been combined with real-time fMRI to propose a novel framework which turns…

Neurons and Cognition · Quantitative Biology 2016-06-10 Romy Lorenz , Ricardo P Monti , Ines R Violante , Aldo A Faisal , Christoforos Anagnostopoulos , Robert Leech , Giovanni Montana

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

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…

Contextual Bayesian optimization (CBO) is a powerful framework for sequential decision-making given side information, with important applications, e.g., in wind energy systems. In this setting, the learner receives context (e.g., weather…

Machine Learning · Statistics 2022-10-18 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Andreas Krause , Ilija Bogunovic

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

This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…

Optimization and Control · Mathematics 2025-03-19 Katrin Baumgärtner , Moritz Diehl

We propose a novel constrained Bayesian Optimization (BO) algorithm optimizing the design process of Laterally-Diffused Metal-Oxide-Semiconductor (LDMOS) transistors while realizing a target Breakdown Voltage (BV). We convert the…

Machine Learning · Computer Science 2023-08-21 Ping-Ju Chuang , Ali Saadat , Sara Ghazvini , Hal Edwards , William G. Vandenberghe

The high cost and data scarcity in scientific exploration have motivated the use of large language models (LLMs) as knowledge-driven components in Bayesian optimization (BO). However, existing approaches typically embed LLMs directly into…

While sample efficiency is the main motive for use of Bayesian optimisation when black-box functions are expensive to evaluate, the standard approach based on type II maximum likelihood (ML-II) may fail and result in disappointing…

Machine Learning · Computer Science 2022-08-31 Yuji Saikai

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari