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Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…

Machine Learning · Computer Science 2025-10-23 Ruiyao Miao , Junren Xiao , Shiya Tsang , Hui Xiong , Yingnian Wu

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

Machine Learning · Statistics 2026-05-28 Qin Lu , Konstantinos D. Polyzos , Bingcong Li , Georgios B. Giannakis

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

Robotics · Computer Science 2022-06-02 Rel Guzman , Rafael Oliveira , Fabio Ramos

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Optimization and Control · Mathematics 2023-08-08 Yongsheng Mei , Tian Lan , Mahdi Imani , Suresh Subramaniam

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

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

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

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan

Ensuring high accuracy and efficiency of predictive models is paramount in the aerospace industry, particularly in the context of multidisciplinary design and optimization processes. These processes often require numerous evaluations of…

Machine Learning · Computer Science 2025-03-26 James M. Shihua , Paul Saves , Rhea P. Liem , Joseph Morlier

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

Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

Optimization and Control · Mathematics 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Masahiro Nomura , Masayuki Karasuyama

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that…

Artificial Intelligence · Computer Science 2021-11-17 Julian Rodemann , Thomas Augustin

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…