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Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…

Machine Learning · Computer Science 2022-11-15 Haris Moazam Sheikh , Philip S. Marcus

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

Data Augmentation (DA) has become an essential tool to improve robustness and generalization of modern machine learning. However, when deciding on DA strategies it is critical to choose parameters carefully, and this can be a daunting task…

Machine Learning · Computer Science 2026-03-04 Madi Matymov , Ba-Hien Tran , Michael Kampffmeyer , Markus Heinonen , Maurizio Filippone

This paper presents an Improved Bayesian Optimization (IBO) algorithm to solve complex high-dimensional epidemic models' optimal control solution. Evaluating the total objective function value for disease control models with hundreds of…

Methodology · Statistics 2021-08-03 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…

Machine Learning · Computer Science 2019-12-18 Bin Liu

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

Bayesian Optimization (BO) is a standard tool for hyperparameter tuning thanks to its sample efficiency on expensive black-box functions. While most BO pipelines begin with uniform random initialization, default hyperparameter values…

Machine Learning · Computer Science 2026-02-10 Nicolás Villagrán Prieto , Eduardo C. Garrido-Merchán

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective…

Machine Learning · Computer Science 2023-02-27 Petrus Mikkola , Julien Martinelli , Louis Filstroff , Samuel Kaski

The popularity of Bayesian Optimization (BO) to automate or support the commissioning of engineering systems is rising. Conventional BO, however, relies on the availability of a scalar objective function. The latter is often difficult to…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Sander De Witte , Jeroen Taets , Andras Retzler , Guillaume Crevecoeur , Tom Lefebvre

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

In this paper, we address the problem of \emph{cost-sensitive} hyperparameter optimization (HPO) built upon freeze-thaw Bayesian optimization (BO). Specifically, we assume a scenario where users want to early-stop the HPO process when the…

Machine Learning · Computer Science 2025-10-27 Dong Bok Lee , Aoxuan Silvia Zhang , Byungjoo Kim , Junhyeon Park , Steven Adriaensen , Juho Lee , Sung Ju Hwang , Hae Beom Lee

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…

Machine Learning · Computer Science 2025-10-10 Chih-Yu Chang , Milad Azvar , Chinedum Okwudire , Raed Al Kontar

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Hyperparameter optimization (HPO) is a critical component of machine learning pipelines, significantly affecting model robustness, stability, and generalization. However, HPO is often a time-consuming and computationally intensive task.…

Machine Learning · Computer Science 2025-03-10 Ruinan Wang , Ian Nabney , Mohammad Golbabaee

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

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
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