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Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

Bayesian optimization (BO) has for sequential optimization of expensive black-box functions demonstrated practicality and effectiveness in many real-world settings. Meta-Bayesian optimization (meta-BO) focuses on improving the sample…

Collaborative Optimization (CO) is a multidisciplinary design optimization (MDO) framework that decomposes large-scale engineering problems into parallel, independently solvable subsystems coordinated by a system-level optimizer. Its…

Optimization and Control · Mathematics 2026-05-08 Mohamed Ali Belhafnaoui , Youssef Diouane

In this paper we study consensus-based optimization (CBO), a versatile, flexible and customizable optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. CBO is a multi-particle…

Numerical Analysis · Mathematics 2026-05-28 Konstantin Riedl

The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO),…

Machine Learning · Computer Science 2020-08-05 Erik Daxberger , Anastasia Makarova , Matteo Turchetta , Andreas Krause

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

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

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

We propose functional causal Bayesian optimization (fCBO), a method for finding interventions that optimize a target variable in a known causal graph. fCBO extends the CBO family of methods to enable functional interventions, which set a…

Machine Learning · Statistics 2023-06-14 Limor Gultchin , Virginia Aglietti , Alexis Bellot , Silvia Chiappa

Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Optimization and Control · Mathematics 2024-03-21 J. Wang , C. G. Petra , J. L. Peterson

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Bayesian optimization (BO) is widely used to accelerate physics and materials research, where objective function evaluations are computationally or experimentally expensive. While many BO frameworks focus on algorithmic efficiency,…

Computational Physics · Physics 2026-03-03 Yuichi Motoyama , Kazuyoshi Yoshimi , Tatsumi Aoyama , Kei Terayama , Koji Tsuda , Ryo Tamura

Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…

Machine Learning · Computer Science 2026-03-03 Jingru Huang , Haijie Xu , Jie Guo , Manrui Jiang , Chen Zhang

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 this paper, we study consensus-based optimization (CBO), which is a multi-agent metaheuristic derivative-free optimization method that can globally minimize nonconvex nonsmooth functions and is amenable to theoretical analysis. Based on…

Numerical Analysis · Mathematics 2024-09-10 Massimo Fornasier , Timo Klock , Konstantin Riedl

Contextual Bayesian optimization (CBO) is a powerful framework for sequential decision-making given side information, with important applications, e.g., in wind energy systems. In this setting, the learner receives context (e.g., weather…

Machine Learning · Statistics 2022-10-18 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Andreas Krause , Ilija Bogunovic

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Multi fidelity Bayesian optimization (MFBO) leverages experimental and or computational data of varying quality and resource cost to optimize towards desired maxima cost effectively. This approach is particularly attractive for chemical…

Machine Learning · Computer Science 2024-09-12 Edmund Judge , Mohammed Azzouzi , Austin M. Mroz , Antonio del Rio Chanona , Kim E. Jelfs