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Bayesian optimisation is a powerful method for optimising black-box functions, popular in settings where the true function is expensive to evaluate and no gradient information is available. Bayesian optimisation can improve responses to…

Machine Learning · Computer Science 2025-05-27 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…

Optimization and Control · Mathematics 2025-06-23 Mostafa Eslami , Maryam Babazadeh

Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…

Machine Learning · Computer Science 2017-04-18 Vu Nguyen , Santu Rana , Sunil Gupta , Cheng Li , Svetha Venkatesh

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…

Machine Learning · Computer Science 2022-06-06 Samuel Daulton , Sait Cakmak , Maximilian Balandat , Michael A. Osborne , Enlu Zhou , Eytan Bakshy

Bayesian optimization (BO) is a powerful black-box optimization framework that looks to efficiently learn the global optimum of an unknown system by systematically trading-off between exploration and exploitation. However, the use of BO as…

Optimization and Control · Mathematics 2023-03-28 Dinesh Krishnamoorthy , Joel A. Paulson

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

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 Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

Machine Learning · Statistics 2023-11-30 Leonardo D. González , Victor M. Zavala

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Machine Learning · Computer Science 2024-10-23 Theodore Brown , Alexandru Cioba , Ilija Bogunovic

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Deployments of Bayesian Optimization (BO) for functions with stochastic evaluations, such as parameter tuning via cross validation and simulation optimization, typically optimize an average of a fixed set of noisy realizations of the…

Machine Learning · Computer Science 2020-07-03 Henry B. Moss , David S. Leslie , Paul Rayson

This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…

Optimization and Control · Mathematics 2025-03-19 Katrin Baumgärtner , Moritz Diehl

Bayesian Optimization (BO) is a foundational strategy in the field of engineering design optimization for efficiently handling black-box functions with many constraints and expensive evaluations. This paper introduces a fast and accurate BO…

Computational Engineering, Finance, and Science · Computer Science 2024-04-09 Rosen , Yu , Cyril Picard , Faez Ahmed

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

Efficient optimization of molecules with targeted properties remains a significant challenge due to the vast size and discrete nature of chemical compound space. Conventional machine-learning-based optimization approaches typically require…

Chemical Physics · Physics 2026-03-04 Yun-Wen Mao , Roman V. Krems

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez