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Bayesian Optimization critically depends on the choice of acquisition function, but no single strategy is universally optimal; the best choice is non-stationary and problem-dependent. Existing adaptive portfolio methods often base their…

Machine Learning · Computer Science 2026-02-10 Giang Ngo , Dat Phan Trong , Dang Nguyen , Sunil Gupta , Svetha Venkatesh

Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost…

Machine Learning · Computer Science 2018-11-06 Vu Nguyen , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

Analog layout synthesis faces significant challenges due to its dependence on manual processes, considerable time requirements, and performance instability. Current Bayesian Optimization (BO)-based techniques for analog layout synthesis,…

Artificial Intelligence · Computer Science 2024-12-09 Guojin Chen , Keren Zhu , Seunggeun Kim , Hanqing Zhu , Yao Lai , Bei Yu , David Z. Pan

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

The optimal assignment of Large Language Models (LLMs) to specialized roles in multi-agent systems is a significant challenge, defined by a vast combinatorial search space, expensive black-box evaluations, and an inherent trade-off between…

Multiagent Systems · Computer Science 2025-11-18 Antonio Sabbatella

Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…

Machine Learning · Computer Science 2022-11-18 Carolin Benjamins , Anja Jankovic , Elena Raponi , Koen van der Blom , Marius Lindauer , Carola Doerr

Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating contextual information regarding the environment, such as experimental conditions. However,…

Large language models (LLMs) have demonstrated exceptional performance not only in natural language processing tasks but also in a great variety of non-linguistic domains. In diverse optimization scenarios, there is also a rising trend of…

Neural and Evolutionary Computing · Computer Science 2024-07-09 Beichen Huang , Xingyu Wu , Yu Zhou , Jibin Wu , Liang Feng , Ran Cheng , Kay Chen Tan

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

Optimization and Control · Mathematics 2025-09-26 Zixuan Zhang , Xiaowei Song , Jiaming Li , Yujiao Zeng , Yaling Nie , Min Zhu , Dongyun Lu , Yibo Zhang , Xin Xiao , Jie Li

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

This paper investigates the capabilities of large language models (LLMs) in formulating and solving decision-making problems using mathematical programming. We first conduct a systematic review and meta-analysis of recent literature to…

Artificial Intelligence · Computer Science 2025-08-26 Mohammad J. Abdel-Rahman , Yasmeen Alslman , Dania Refai , Amro Saleh , Malik A. Abu Loha , Mohammad Yahya Hamed

Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the…

Machine Learning · Computer Science 2022-07-26 Xubo Yue , Raed Al Kontar

Modern scientific and engineering design increasingly involves distributed optimization, where agents such as laboratories, simulations, or industrial partners pursue related goals under differing conditions. These agents often face…

Machine Learning · Statistics 2025-10-21 Zihan Wang , Yi-Ping Chen , Tuba Dolar , Wei Chen

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

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) is a common framework for optimizing black-box functions, yet most existing methods assume static query costs and rely on myopic acquisition strategies. We introduce LookaHES, a nonmyopic BO framework designed for…

Machine Learning · Computer Science 2026-01-13 Sang T. Truong , Duc Q. Nguyen , Willie Neiswanger , Ryan-Rhys Griffiths , Stefano Ermon , Nick Haber , Sanmi Koyejo

Robotics and automation offer massive accelerations for solving intractable, multivariate scientific problems such as materials discovery, but the available search spaces can be dauntingly large. Bayesian optimization (BO) has emerged as a…

Machine Learning · Computer Science 2025-09-22 Abdoulatif Cisse , Xenophon Evangelopoulos , Sam Carruthers , Vladimir V. Gusev , Andrew I. Cooper

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

Large Language Models (LLMs) have shown remarkable performance in various natural language processing tasks but face challenges in mathematical reasoning, where complex problem-solving requires both linguistic understanding and mathematical…

Computation and Language · Computer Science 2025-03-20 Shuguang Chen , Guang Lin