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Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

Machine Learning · Computer Science 2025-08-27 Quanlin Chen , Yiyu Chen , Jing Huo , Tianyu Ding , Yang Gao , Yuetong Chen

Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

Machine Learning · Computer Science 2026-05-12 Marshal Arijona Sinaga , Julien Martinelli , Teemu Turpeinen , Samuel Kaski

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…

Artificial Intelligence · Computer Science 2013-10-09 Frank Hutter , Holger Hoos , Kevin Leyton-Brown

Bayesian optimization with Gaussian process as surrogate model has been successfully applied to analog circuit synthesis. In the traditional Gaussian process regression model, the kernel functions are defined explicitly. The computational…

Machine Learning · Computer Science 2019-12-03 Shuhan Zhang , Wenlong Lyu , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson

In machine learning, fewer features reduce model complexity. Carefully assessing the influence of each input feature on the model quality is therefore a crucial preprocessing step. We propose a novel feature selection algorithm based on a…

Quantum Physics · Physics 2023-02-22 Sascha Mücke , Raoul Heese , Sabine Müller , Moritz Wolter , Nico Piatkowski

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 optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Yaodong He , Shiu Yin Yuen

We develop the framework of Indirect Query Bayesian Optimization (IQBO), a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function $f$ to be optimized. The…

Machine Learning · Computer Science 2025-08-14 Mengyan Zhang , Shahine Bouabid , Cheng Soon Ong , Seth Flaxman , Dino Sejdinovic

Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…

Machine Learning · Computer Science 2020-11-25 Gauthier Guinet , Valerio Perrone , Cédric Archambeau

In materials informatics, searching for chemical materials with desired properties is challenging due to the vastness of the chemical space. Moreover, the high cost of evaluating properties necessitates a search with a few clues. In…

Quantum Physics · Physics 2023-12-18 Mikiya Doi , Yoshihiro Nakao , Takuro Tanaka , Masami Sako , Masayuki Ohzeki

The performance of Bayesian optimization (BO), a highly sample-efficient method for expensive black-box problems, is critically governed by the selection of its hyperparameters, including the kernel and acquisition functions. This presents…

Machine Learning · Computer Science 2026-05-25 Joon-Hyun Park , Mujin Cheon , Jeongsu Wi , Dong-Yeun Koh

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

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

In recent years, there is a growing interest in using quantum computers for solving combinatorial optimization problems. In this work, we developed a generic, machine learning-based framework for mapping continuous-space inverse design…

We propose a new method for feature learning and function estimation in supervised learning via regularised empirical risk minimisation. Our approach considers functions as expectations of Sobolev functions over all possible one-dimensional…

Machine Learning · Statistics 2025-05-01 Bertille Follain , Francis Bach