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Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual…

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

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

Bayesian Optimization (BO) is widely used for optimising black-box functions but requires us to specify the length scale hyperparameter, which defines the smoothness of the functions the optimizer will consider. Most current BO algorithms…

Machine Learning · Statistics 2024-11-26 Juliusz Ziomek , Masaki Adachi , Michael A. Osborne

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

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

Model selection is an integral problem of model based optimization techniques such as Bayesian optimization (BO). Current approaches often treat model selection as an estimation problem, to be periodically updated with observations coming…

Machine Learning · Computer Science 2023-08-02 Manisha Senadeera , Santu Rana , Sunil Gupta , Svetha Venkatesh

Performance complementarity of solvers available to tackle black-box optimization problems gives rise to the important task of algorithm selection (AS). Automated AS approaches can help replace tedious and labor-intensive manual selection,…

Neural and Evolutionary Computing · Computer Science 2023-07-03 Ana Kostovska , Anja Jankovic , Diederick Vermetten , Sašo Džeroski , Tome Eftimov , Carola Doerr

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

Machine Learning · Statistics 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

Sampling-based motion planners (SBMPs) are widely used to compute dynamically feasible robot paths. However, their reliance on uniform sampling often leads to poor efficiency and slow planning in complex environments. We introduce a novel…

Robotics · Computer Science 2025-11-10 Shubham Natraj , Bruno Sinopoli , Yiannis Kantaros

Black-box optimization (BBO) algorithms are concerned with finding the best solutions for problems with missing analytical details. Most classical methods for such problems are based on strong and fixed a priori assumptions, such as…

Machine Learning · Computer Science 2023-02-01 Minfang Lu , Shuai Ning , Shuangrong Liu , Fengyang Sun , Bo Zhang , Bo Yang , Lin Wang

The main aim of this paper is to solve a path planning problem for an autonomous mobile robot in static and dynamic environments. The problem is solved by determining the collision-free path that satisfies the chosen criteria for shortest…

Robotics · Computer Science 2020-03-24 Fatin H. Ajeil , Ibraheem Kasim Ibraheem , Mouayad A. Sahib , Amjad J. Humaidi

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. However, it remains a challenge for users to apply BBO methods to their problems at hand…

Machine Learning · Computer Science 2021-11-05 Yang Li , Yu Shen , Wentao Zhang , Yuanwei Chen , Huaijun Jiang , Mingchao Liu , Jiawei Jiang , Jinyang Gao , Wentao Wu , Zhi Yang , Ce Zhang , Bin Cui

In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are…

Machine Learning · Computer Science 2022-02-09 Elvis Nava , Mojmír Mutný , Andreas Krause

Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is…

Optimization and Control · Mathematics 2025-03-03 Daniel Turizo , Diego Cifuentes , Anton Leykin , Daniel K. Molzahn

Path planning for multiple robots (MRPP) represents a task of finding non-colliding paths for robots through which they can navigate from their initial positions to specified goal positions. The problem is usually modeled using undirected…

Robotics · Computer Science 2021-03-09 Pavel Surynek
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