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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 optimisation is a popular method for efficient optimisation of expensive black-box functions. Traditionally, BO assumes that the search space is known. However, in many problems, this assumption does not hold. To this end, we…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Huong Ha , Svetha Venkatesh

We study zeroth-order optimisation under context distributional uncertainty, a setting commonly tackled using Bayesian optimisation (BO). A prevailing strategy to make BO more robust to the complex and noisy nature of data is to employ an…

Machine Learning · Computer Science 2026-05-11 Tigran Ramazyan , Denis Derkach

Faced with problems of increasing complexity, recent research in Bayesian Optimisation (BO) has focused on adapting deep probabilistic models as flexible alternatives to Gaussian Processes (GPs). In a similar vein, this paper investigates…

Machine Learning · Computer Science 2022-05-31 Alexandre Maraval , Matthieu Zimmer , Antoine Grosnit , Rasul Tutunov , Jun Wang , Haitham Bou Ammar

Preferential Bayesian optimisation (PBO) deals with optimisation problems where the objective function can only be accessed via preference judgments, such as "this is better than that" between two candidate solutions (like in A/B tests or…

Machine Learning · Computer Science 2021-04-02 Alessio Benavoli , Dario Azzimonti , Dario Piga

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…

Machine Learning · Computer Science 2022-06-17 Zhongxiang Dai , Yizhou Chen , Haibin Yu , Bryan Kian Hsiang Low , Patrick Jaillet

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

We consider the problem of Bayesian optimization (BO) in one dimension, under a Gaussian process prior and Gaussian sampling noise. We provide a theoretical analysis showing that, under fairly mild technical assumptions on the kernel, the…

Machine Learning · Statistics 2025-05-08 Jonathan Scarlett

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Machine Learning · Computer Science 2024-06-18 E. Visser , C. E. van Daalen , J. C. Schoeman

Group Relative Policy Optimization (GRPO) has emerged as an effective and lightweight framework for post-training visual generative models. However, its performance is fundamentally limited by the ambiguity of textual visual correspondence:…

Computer Vision and Pattern Recognition · Computer Science 2025-11-25 Ruiying Liu , Yuanzhi Liang , Haibin Huang , Tianshu Yu , Chi Zhang

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…

Machine Learning · Computer Science 2023-08-10 Wenlong Lyu , Shoubo Hu , Jie Chuai , Zhitang Chen

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…

Computer Science and Game Theory · Computer Science 2023-03-03 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Nicola Gatti , Francesco Trovò

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

Model-based filtering is often carried out while subject to an imperfect model, as learning partially-observable stochastic systems remains a challenge. Recent work on Bayesian inference found that tempering the likelihood or full posterior…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Menno van Zutphen , Domagoj Herceg , Giannis Delimpaltadakis , Duarte J. Antunes

Bayesian optimization (BO) suffers from long computing times when processing highly-dimensional or large data sets. These long computing times are a result of the Gaussian process surrogate model having a polynomial time complexity with the…

Machine Learning · Computer Science 2023-09-12 Alexander E. Siemenn , Tonio Buonassisi

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 (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

Machine Learning · Computer Science 2025-09-23 Riccardo Doyle