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Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…

Machine Learning · Statistics 2020-06-25 Masahiro Nomura

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

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

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

In this paper, we address the problem of cost-sensitive multi-fidelity Bayesian Optimization (BO) for efficient hyperparameter optimization (HPO). Specifically, we assume a scenario where users want to early-stop the BO when the performance…

Machine Learning · Computer Science 2024-05-29 Dong Bok Lee , Aoxuan Silvia Zhang , Byungjoo Kim , Junhyeon Park , Juho Lee , Sung Ju Hwang , Hae Beom Lee

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 powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

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

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Neural and Evolutionary Computing · Computer Science 2022-06-23 Jixiang Chen , Fu Luo , Zhenkun Wang

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…

Machine Learning · Statistics 2022-06-02 Eric Han , Ishank Arora , Jonathan Scarlett

Ensuring high accuracy and efficiency of predictive models is paramount in the aerospace industry, particularly in the context of multidisciplinary design and optimization processes. These processes often require numerous evaluations of…

Machine Learning · Computer Science 2025-03-26 James M. Shihua , Paul Saves , Rhea P. Liem , Joseph Morlier

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…

Machine Learning · Computer Science 2025-04-14 Jasper Bussemaker , Paul Saves , Nathalie Bartoli , Thierry Lefebvre , Björn Nagel

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

Applications · Statistics 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Optimization and Control · Mathematics 2026-02-10 Hyunho Jang , Dongjin Lee

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

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter