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Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but…

Machine Learning · Computer Science 2026-05-11 Nick Leenders , Thomas Quadt , Boris Cule , Roy Lindelauf , Herman Monsuur , Joost van Oijen , Mark Voskuijl

Bayesian Optimization (BO) is a technique for sample-efficient black-box optimization that employs probabilistic models to identify promising input locations for evaluation. When dealing with composite-structured functions, such as f=g o h,…

Machine Learning · Computer Science 2024-07-11 Natalie Maus , Zhiyuan Jerry Lin , Maximilian Balandat , Eytan Bakshy

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

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

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 popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Optimizing high-dimensional and complex black-box functions is crucial in numerous scientific applications. While Bayesian optimization (BO) is a powerful method for sample-efficient optimization, it struggles with the curse of…

Machine Learning · Computer Science 2025-07-08 Taeyoung Yun , Kiyoung Om , Jaewoo Lee , Sujin Yun , Jinkyoo Park

Simulation-based inference (SBI) methods tackle complex scientific models with challenging inverse problems. However, SBI models often face a significant hurdle due to their non-differentiable nature, which hampers the use of gradient-based…

Machine Learning · Computer Science 2023-06-29 Vincent D. Zaballa , Elliot E. Hui

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

Machine Learning · Computer Science 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive 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

The optimization of expensive black-box functions is ubiquitous in science and engineering. A common solution to this problem is Bayesian optimization (BO), which is generally comprised of two components: (i) a surrogate model and (ii) an…

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Bayesian Optimisation (BO) is a powerful tool for optimising expensive blackbox functions but its effectiveness diminishes in highdimensional spaces due to sparse data and poor surrogate model scalability While Variational Autoencoder (VAE)…

Machine Learning · Computer Science 2025-10-13 Junyu Xuan , Wenlong Chen , Yingzhen Li

Bayesian optimization (BO) primarily uses Gaussian processes (GP) as the key surrogate model, mostly with a simple stationary and separable kernel function such as the squared-exponential kernel with automatic relevance determination…

Machine Learning · Statistics 2023-05-29 Mengying Lei , Lijun Sun
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