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Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Aircraft aerodynamic design optimization must account for the varying operating conditions along the cruise segment as opposed to designing at one fixed operating condition, to arrive at more realistic designs. Conventional approaches…

Optimization and Control · Mathematics 2025-12-03 Kade Carlson , Ashwin Renganathan

Bayesian optimization is a principled optimization strategy for a black-box objective function. It shows its effectiveness in a wide variety of real-world applications such as scientific discovery and experimental design. In general, the…

Machine Learning · Computer Science 2024-11-11 Jungtaek Kim

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

Machine Learning · Statistics 2018-08-22 Umberto Noè , Dirk Husmeier

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Creating diverse sets of high quality solutions has become an important problem in recent years. Previous works on diverse solutions problems consider solutions' objective quality and diversity where one is regarded as the optimization goal…

Neural and Evolutionary Computing · Computer Science 2024-01-17 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

Bayesian optimization is an elegant solution to the hyperparameter optimization problem in machine learning. Building a reliable and robust Bayesian optimization service requires careful testing methodology and sound statistical analysis.…

Machine Learning · Computer Science 2016-05-23 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

Over the last decade, developments in unmanned aerial vehicles (UAVs) has greatly increased, and they are being used in many fields including surveillance, crisis management or automated mission planning. This last field implies the search…

Neural and Evolutionary Computing · Computer Science 2024-02-12 Cristian Ramirez-Atencia , David Camacho

Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…

Optimization and Control · Mathematics 2024-02-14 Loic Brevault , Mathieu Balesdent

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

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

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

Machine Learning · Computer Science 2023-12-27 Shengbo Wang , Ke Li

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi