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We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…

Machine Learning · Statistics 2025-01-23 Wenqian Xing , JungHo Lee , Chong Liu , Shixiang Zhu

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

Maximizing a target variable as an operational objective within a structural causal model is a fundamental problem. Causal Bayesian Optimization (CBO) approaches typically achieve this either by performing interventions that modify the…

Machine Learning · Computer Science 2026-02-02 Shaogang Ren , Zihao Wang , Yuzhou Chen , Xiaoning Qian

While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…

Machine Learning · Computer Science 2021-04-20 Artur Souza , Luigi Nardi , Leonardo B. Oliveira , Kunle Olukotun , Marius Lindauer , Frank Hutter

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed-loop performance by automatically tuning…

Machine Learning · Computer Science 2023-01-31 Wenjie Xu , Colin N Jones , Bratislav Svetozarevic , Christopher R. Laughman , Ankush Chakrabarty

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…

Machine Learning · Computer Science 2021-06-14 Eric Hans Lee , David Eriksson , Valerio Perrone , Matthias Seeger

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated effective for improving closed-loop performance by automatically tuning controller…

Machine Learning · Computer Science 2021-10-15 Wenjie Xu , Colin N Jones , Bratislav Svetozarevic , Christopher R. Laughman , Ankush Chakrabarty

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

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

Scientific discovery is increasingly constrained by costly experiments and limited resources, underscoring the need for efficient optimization in AI for science. Bayesian Optimization (BO), though widely adopted for balancing exploration…

Artificial Intelligence · Computer Science 2026-05-19 Xinzhe Yuan , Zhuo Chen , Jianshu Zhang , Huan Xiong , Nanyang Ye , Yuqiang Li , Qinying Gu

We present a multi-objective Bayesian optimisation algorithm that allows the user to express preference-order constraints on the objectives of the type "objective A is more important than objective B". These preferences are defined based on…

Machine Learning · Computer Science 2019-11-14 Majid Abdolshah , Alistair Shilton , Santu Rana , Sunil Gupta , Svetha Venkatesh

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

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…

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

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed