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Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…

Machine Learning · Computer Science 2024-07-02 Robert J. Moss , Mykel J. Kochenderfer , Maxime Gariel , Arthur Dubois

Recent efforts in smart manufacturing have enhanced aerospace fuselage assembly processes, particularly by innovating shape adjustment techniques to minimize dimensional gaps between assembled sections. Existing approaches have shown…

Machine Learning · Computer Science 2025-12-01 Jiayu Liu , Chong Liu , Trevor Rhone , Yinan Wang

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

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 paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

Machine Learning · Statistics 2025-01-03 Leonardo D. González , Victor M. Zavala

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these…

Machine Learning · Computer Science 2020-07-29 Mohamed Osama Ahmed , Sharan Vaswani , Mark Schmidt

Bayesian optimization (BO) is a well-established method to optimize black-box functions whose direct evaluations are costly. In this paper, we tackle the problem of incorporating expert knowledge into BO, with the goal of further…

Machine Learning · Computer Science 2022-08-19 Daolang Huang , Louis Filstroff , Petrus Mikkola , Runkai Zheng , Samuel Kaski

Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost…

Machine Learning · Computer Science 2018-11-06 Vu Nguyen , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

We consider Bayesian optimization of objective functions of the form $\rho[ F(x, W) ]$, where $F$ is a black-box expensive-to-evaluate function and $\rho$ denotes either the VaR or CVaR risk measure, computed with respect to the randomness…

Machine Learning · Statistics 2020-11-05 Sait Cakmak , Raul Astudillo , Peter Frazier , Enlu Zhou

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

Batch Bayesian optimization is widely used for optimizing expensive experimental processes when several samples can be tested together to save time or cost. A central decision in designing a Bayesian optimization campaign to guide…

Computational Physics · Physics 2026-04-08 Imon Mia , Mark Lee , Weijie Xu , William Vandenberghe , Julia W. P. Hsu

A black-box optimization algorithm such as Bayesian optimization finds extremum of an unknown function by alternating inference of the underlying function and optimization of an acquisition function. In a high-dimensional space, such…

Quantum Physics · Physics 2021-05-03 Syun Izawa , Koki Kitai , Shu Tanaka , Ryo Tamura , Koji Tsuda

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 many real-world optimization problems, we have prior information about what objective function values are achievable. In this paper, we study the scenario that we have either exact knowledge of the minimum value or a, possibly inexact,…

Machine Learning · Computer Science 2025-09-26 Hanyang Wang , Juergen Branke , Matthias Poloczek

Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search…

Machine Learning · Statistics 2017-12-04 James T. Wilson , Riccardo Moriconi , Frank Hutter , Marc Peter Deisenroth

There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…

Machine Learning · Computer Science 2021-04-07 Zhongkai Shangguan , Lei Lin , Wencheng Wu , Beilei Xu

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen