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Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

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

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Bayesian optimization is a broadly applied methodology to optimize the expensive black-box function. Despite its success, it still faces the challenge from the high-dimensional search space. To alleviate this problem, we propose a novel…

Machine Learning · Computer Science 2020-10-20 Jingfan Chen , Guanghui Zhu , Chunfeng Yuan , Yihua Huang

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

Machine Learning · Computer Science 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo

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 well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

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

Latent Space Bayesian Optimization (LSBO) combines generative models, typically Variational Autoencoders (VAE), with Bayesian Optimization (BO) to generate de-novo objects of interest. However, LSBO faces challenges due to the mismatch…

Machine Learning · Computer Science 2024-04-30 Onur Boyar , Ichiro Takeuchi

Bayesian Optimization (BO) has been recognized for its effectiveness in optimizing expensive and complex objective functions. Recent advancements in Latent Bayesian Optimization (LBO) have shown promise by integrating generative models such…

Machine Learning · Computer Science 2025-04-22 Seunghun Lee , Jinyoung Park , Jaewon Chu , Minseo Yoon , Hyunwoo J. Kim

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Lukas P. Fröhlich , Edgar D. Klenske , Christian G. Daniel , Melanie N. Zeilinger

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

The ever-increasing demands of computationally expensive and high-dimensional problems require novel optimization methods to find near-optimal solutions in a reasonable amount of time. Bayesian Optimization (BO) stands as one of the best…

Neural and Evolutionary Computing · Computer Science 2023-05-19 Shay Snyder , Sumedh R. Risbud , Maryam Parsa

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr