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Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Machine Learning · Statistics 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Machine Learning · Statistics 2020-10-08 Xingchen Ma , Matthew B. Blaschko

In this study, we propose a novel microstructure-sensitive Bayesian optimization (BO) framework designed to enhance the efficiency of materials discovery by explicitly incorporating microstructural information. Traditional materials design…

Materials Science · Physics 2025-02-07 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave

Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…

Machine Learning · Computer Science 2022-06-02 Haowei Wang , Ercong Zhang , Szu Hui Ng , Giulia Pedrielli

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

This paper presents a novel approach to top-$k$ ranking Bayesian optimization (top-$k$ ranking BO) which is a practical and significant generalization of preferential BO to handle top-$k$ ranking and tie/indifference observations. We first…

Machine Learning · Computer Science 2020-12-22 Quoc Phong Nguyen , Sebastian Tay , Bryan Kian Hsiang Low , Patrick Jaillet

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

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

Structure-based virtual screening is an important tool in early stage drug discovery that scores the interactions between a target protein and candidate ligands. As virtual libraries continue to grow (in excess of $10^8$ molecules), so too…

Quantitative Methods · Quantitative Biology 2021-05-11 David E. Graff , Eugene I. Shakhnovich , Connor W. Coley

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

The tuning of hyperparameters becomes increasingly important as machine learning (ML) models have been extensively applied in data mining applications. Among various approaches, Bayesian optimization (BO) is a successful methodology to tune…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Tianyi Bai , Wentao Zhang , Ce Zhang , Bin Cui

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

Machine Learning · Statistics 2025-06-16 Hwanwoo Kim , Chong Liu , Yuxin Chen

Bayesian optimisation (BO) has been widely used to solve problems with expensive function evaluations. In multi-objective optimisation problems, BO aims to find a set of approximated Pareto optimal solutions. There are typically two ways to…

Machine Learning · Computer Science 2022-08-16 Tinkle Chugh

Traditional methods for black box optimization require a considerable number of evaluations which can be time consuming, unpractical, and often unfeasible for many engineering applications that rely on accurate representations and expensive…

Machine Learning · Computer Science 2020-07-10 Francesco Grassi , Giorgio Manganini , Michele Garraffa , Laura Mainini

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

Machine Learning · Statistics 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

Current neural architecture search (NAS) strategies focus only on finding a single, good, architecture. They offer little insight into why a specific network is performing well, or how we should modify the architecture if we want further…

Machine Learning · Computer Science 2021-02-22 Binxin Ru , Xingchen Wan , Xiaowen Dong , Michael Osborne

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

The sample efficiency of Bayesian optimization algorithms depends on carefully crafted acquisition functions (AFs) guiding the sequential collection of function evaluations. The best-performing AF can vary significantly across optimization…