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Bayesian optimization is a powerful framework for optimizing functions that are expensive or time-consuming to evaluate. Recent work has considered Bayesian optimization of function networks (BOFN), where the objective function is given by…

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…

Machine Learning · Statistics 2025-12-11 Jingru Huang , Haijie Xu , Manrui Jiang , Chen Zhang

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…

This study addresses the challenge of fleet design optimization in the context of heterogeneous multi-robot fleets, aiming to obtain feasible designs that balance performance and costs. In the domain of autonomous multi-robot exploration,…

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

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

This study proposes a self-optimization physics-informed Fourier-features randomized neural network (SO-PIFRNN) framework, which significantly improves the numerical solving accuracy of PDEs through hyperparameter optimization mechanism.…

Neural and Evolutionary Computing · Computer Science 2025-08-18 Jiale Linghu , Weifeng Gao , Hao Dong , Yufeng Nie

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Bayesian method is capable of capturing real world uncertainties/incompleteness and properly addressing the over-fitting issue faced by deep neural networks. In recent years, Bayesian Neural Networks (BNNs) have drawn tremendous attentions…

Machine Learning · Computer Science 2020-05-11 Xiaotao Jia , Jianlei Yang , Runze Liu , Xueyan Wang , Sorin Dan Cotofana , Weisheng Zhao

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

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

Operator learning is a rising field of scientific computing where inputs or outputs of a machine learning model are functions defined in infinite-dimensional spaces. In this paper, we introduce NEON (Neural Epistemic Operator Networks), an…

Machine Learning · Computer Science 2026-05-18 Leonardo Ferreira Guilhoto , Paris Perdikaris

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

Machine Learning · Computer Science 2025-08-08 Georgios Makrygiorgos , Joshua Hang Sai Ip , Ali Mesbah

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch
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