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Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

Machine Learning · Computer Science 2025-01-24 Zhendong Guo , Yew-Soon Ong , Tiantian He , Haitao Liu

Recent work reported that simple Bayesian optimization (BO) methods perform well for high-dimensional real-world tasks, seemingly contradicting prior work and tribal knowledge. This paper investigates why. We identify underlying challenges…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Matthias Poloczek , Luigi Nardi

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer…

Machine Learning · Computer Science 2024-02-15 Zhou Fan , Xinran Han , Zi Wang

Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…

Machine Learning · Computer Science 2022-04-21 Jian Tan , Niv Nayman , Mengchang Wang

Bayesian optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Huong Ha , Svetha Venkatesh

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Bayesian optimization (BO) is an efficient framework for optimizing expensive black-box functions. However, it is typically formulated as learning an end-to-end mapping from inputs to scalar objectives, thereby discarding the potentially…

Machine Learning · Computer Science 2026-05-12 Wenbin Wang , Colin N. Jones

High-dimensional Bayesian Optimization (BO) has attracted significant attention in recent research. However, existing methods have mainly focused on optimizing in continuous domains, while combinatorial (ordinal and categorical) and mixed…

Machine Learning · Statistics 2025-08-26 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian optimization (BO) has been broadly applied to computational expensive problems, but it is still challenging to extend BO to high dimensions. Existing works are usually under strict assumption of an additive or a linear embedding…

Machine Learning · Computer Science 2019-07-23 Miao Zhang , Huiqi Li , Steven Su

Bayesian optimisation in the latent space of a Variational AutoEncoder (VAE) is a powerful framework for optimisation tasks over complex structured domains, such as the space of scientifically interesting molecules. However, existing…

Machine Learning · Computer Science 2025-07-08 Henry B. Moss , Sebastian W. Ober , Tom Diethe

Many real-world problems, such as airfoil design, involve optimizing a black-box expensive objective function over complex structured input space (e.g., discrete space or non-Euclidean space). By mapping the complex structured input space…

Computational Engineering, Finance, and Science · Computer Science 2025-01-24 Zhendong Guo , Haitao Liu , Yew-Soon Ong , Xinghua Qu , Yuzhe Zhang , Jianmin Zheng

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

The pursuit of universal black-box optimization (BBO) algorithms is a longstanding goal. However, unlike domains such as language or vision, where scaling structured data has driven generalization, progress in offline BBO remains hindered…

Machine Learning · Computer Science 2025-06-10 Rong-Xi Tan , Ming Chen , Ke Xue , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

Bayesian optimization (BO) struggles in high dimensions, where Gaussian-process surrogates demand heavy retraining and brittle assumptions, slowing progress on real engineering and design problems. We introduce GIT-BO, a Gradient-Informed…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Rosen Ting-Ying Yu , Cyril Picard , Faez Ahmed

Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger

Bayesian optimization (BO) has become a popular strategy for global optimization of expensive real-world functions. Contrary to a common expectation that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2024-08-06 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

Bayesian Optimization (BO) is a surrogate-based global optimization strategy that relies on a Gaussian Process regression (GPR) model to approximate the objective function and an acquisition function to suggest candidate points. It is…

Machine Learning · Computer Science 2022-06-28 Kirill Antonov , Elena Raponi , Hao Wang , Carola Doerr

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán
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