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While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…

Machine Learning · Computer Science 2021-04-20 Artur Souza , Luigi Nardi , Leonardo B. Oliveira , Kunle Olukotun , Marius Lindauer , Frank Hutter

In clinical trials, response-adaptive randomization (RAR) has the appealing ability to assign more subjects to better-performing treatments based on interim results. The traditional RAR strategy alters the randomization ratio on a…

Methodology · Statistics 2021-10-01 David Merrell , Thevaa Chandereng , Yeonhee Park

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock

We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on…

Machine Learning · Statistics 2018-05-23 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

Targeted therapies on the basis of genomic aberrations analysis of the tumor have shown promising results in cancer prognosis and treatment. Regardless of tumor type, trials that match patients to targeted therapies for their particular…

Applications · Statistics 2018-04-18 Yanxun Xu , Peter Mueller , Apostolia M Tsimberidou , Donald Berry

Although response-adaptive randomisation (RAR) has gained substantial attention in the literature, it still has limited use in clinical trials. Amongst other reasons, the implementation of RAR in real world trials raises important practical…

Applications · Statistics 2025-09-16 Rajenki Das , Nina Deliu , Mark Toshner , Sofía S Villar

Platform trials evaluate multiple experimental treatments against a common control group (and/or against each other), which often reduces the trial duration and sample size. Bayesian platform designs offer several practical advantages,…

Methodology · Statistics 2025-07-18 Luke Hagar , Lara Maleyeff , Shirin Golchi , Dick Menzies

Efficient design of genomic perturbation experiments is crucial for accelerating drug discovery and therapeutic target identification, yet exhaustive perturbation of the human genome remains infeasible due to the vast search space of…

Machine Learning · Statistics 2026-03-24 Yanke Li , Tianyu Cui , Tommaso Mansi , Mangal Prakash , Rui Liao

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

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

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

In this article, we propose a phase I-II design in two stages for the combination of molecularly targeted therapies. The design is motivated by a published case study that combines a MEK and a PIK3CA inhibitors; a setting in which higher…

Methodology · Statistics 2025-05-21 José L. Jiménez , Mourad Tighiouart

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

One of the main goals of sequential, multiple assignment, randomized trials (SMART) is to find the most efficacious design embedded dynamic treatment regimes. The analysis method known as multiple comparisons with the best (MCB) allows…

Methodology · Statistics 2020-08-07 William J. Artman , Ashkan Ertefaie , Kevin G. Lynch , James R. McKay

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

In a sequential multiple-assignment randomized trial (SMART), a sequence of treatments is given to a patient over multiple stages. In each stage, randomization may be done to allocate patients to different treatment groups. Even though…

Methodology · Statistics 2024-01-09 Rik Ghosh , Bibhas Chakraborty , Inbal Nahum-Shani , Megan E. Patrick , Palash Ghosh

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Unblinded sample size re-estimation (SSR) is often planned in a clinical trial when there is large uncertainty about the true treatment effect. For Proof-of Concept (PoC) in a Phase II dose finding study, contrast test can be adopted to…

Methodology · Statistics 2022-11-11 Qingyang Liu , Guanyu Hu , Binqi Ye , Susan Wang , Yaoshi Wu

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman
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