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Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

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

The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…

Machine Learning · Statistics 2019-12-03 Masahiro Nomura , Kenshi Abe

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…

Machine Learning · Computer Science 2023-03-24 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Antibody lead optimization is inherently a multi-objective challenge in drug discovery. Achieving a balance between different drug-like properties is crucial for the development of viable candidates, and this search becomes exponentially…

Machine Learning · Computer Science 2026-04-16 Jackie Rao , Ferran Gonzalez Hernandez , Leon Gerard , Alexandra Gessner

Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

Materials Science · Physics 2021-08-03 Lars Kotthoff , Hud Wahab , Patrick Johnson

Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

The optimization of large-scale multibody systems is a numerically challenging task, in particular when considering multiple conflicting criteria at the same time. In this situation, we need to approximate the Pareto set of optimal…

Optimization and Control · Mathematics 2024-12-20 Augustina C. Amakor , Manuel B. Berkemeier , Meike Wohlleben , Walter Sextro , Sebastian Peitz

The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…

Machine Learning · Computer Science 2025-04-14 Jasper Bussemaker , Paul Saves , Nathalie Bartoli , Thierry Lefebvre , Björn Nagel

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

Multi-objective optimization (MOO) lies at the core of many machine learning (ML) applications that involve multiple, potentially conflicting objectives (e.g., multi-task learning, multi-objective reinforcement learning, among many others).…

Machine Learning · Computer Science 2024-12-18 Mingjing Xu , Peizhong Ju , Jia Liu , Haibo Yang

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization…

Machine Learning · Computer Science 2016-02-23 Saul Toscano-Palmerin , Peter I. Frazier

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

Bayesian Networks have been widely used in the last decades in many fields, to describe statistical dependencies among random variables. In general, learning the structure of such models is a problem with considerable theoretical interest…

Machine Learning · Computer Science 2021-07-22 Paolo Cazzaniga , Marco S. Nobile , Daniele Ramazzotti

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…

Methodology · Statistics 2024-03-20 Dayi Li , Ziang Zhang

Many real-world problems involve massive amounts of data. Under these circumstances learning algorithms often become prohibitively expensive, making scalability a pressing issue to be addressed. A common approach is to perform sampling to…

Machine Learning · Computer Science 2015-08-10 Uday Kamath , Carlotta Domeniconi , Kenneth De Jong

Most real optimization problems are defined over a mixed search space where the variables are both discrete and continuous. In engineering applications, the objective function is typically calculated with a numerically costly black-box…

Optimization and Control · Mathematics 2022-05-04 Jhouben Cuesta-Ramirez , Rodolphe Le Riche , Olivier Roustant , Guillaume Perrin , Cedric Durantin , Alain Gliere

Recent advances have extended the scope of Bayesian optimization (BO) to expensive-to-evaluate black-box functions with dozens of dimensions, aspiring to unlock impactful applications, for example, in the life sciences, neural architecture…

Machine Learning · Computer Science 2026-05-15 Leonard Papenmeier , Luigi Nardi , Matthias Poloczek
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