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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

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Real-world decision-making problems are often marked by complex, uncertain dynamics that can shift or break under changing conditions. Traditional Model-Based Reinforcement Learning (MBRL) approaches learn predictive models of environment…

Machine Learning · Computer Science 2025-03-14 Alberto Caron , Vasilios Mavroudis , Chris Hicks

Many real-world tasks require optimizing expensive black-box functions accessible only through noisy evaluations, a setting commonly addressed with Bayesian optimization (BO). While Bayesian neural networks (BNNs) have recently emerged as…

Machine Learning · Computer Science 2026-01-14 Farhad Mirkarimi

Bayesian Optimization (BO) is widely used for optimizing expensive black-box functions, particularly in hyperparameter tuning. However, standard BO assumes access to precise objective values, which may be unavailable, noisy, or unreliable…

Machine Learning · Statistics 2025-10-07 Tunde Fahd Egunjobi

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

Bayesian Optimization (BO) is typically used to optimize an unknown function $f$ that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically…

Machine Learning · Computer Science 2024-02-09 Anthony Bardou , Patrick Thiran , Thomas Begin

This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…

Machine Learning · Computer Science 2020-02-12 Shinya Suzuki , Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

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

Bayesian optimization (BO) is a flexible and powerful framework that is suitable for computationally expensive simulation-based applications and guarantees statistical convergence to the global optimum. While remaining as one of the most…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-16 Anh Tran

Zero-order optimization has recently received significant attention for designing optimal trajectories and policies for robotic systems. However, most existing methods (e.g., MPPI, CEM, and CMA-ES) are local in nature, as they rely on…

Robotics · Computer Science 2026-02-09 Xudong Sun , Armand Jordana , Massimo Fornasier , Jalal Etesami , Majid Khadiv

Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Bayesian optimization has emerged as a prominent methodology for optimizing expensive black-box functions by leveraging Gaussian process surrogates, which focus on capturing the global characteristics of the objective function. However, in…

Machine Learning · Computer Science 2026-03-03 Qiyu Wei , Haowei Wang , Richard Allmendinger , Mauricio A. Álvarez

We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

Model predictive control (MPC) is a promising approach for the lateral and longitudinal control of autonomous vehicles. However, the parameterization of the MPC with respect to high-level requirements such as passenger comfort as well as…

Systems and Control · Electrical Eng. & Systems 2022-12-14 David Stenger , Robert Ritschel , Felix Krabbes , Rick Voßwinkel , Hendrik Richter

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 (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 a widely used approach to hyperparameter optimization (HPO). However, most existing HPO methods only incorporate expert knowledge during initialization, limiting practitioners' ability to influence the…

Machine Learning · Computer Science 2026-02-04 Lukas Fehring , Marcel Wever , Maximilian Spliethöver , Leona Hennig , Henning Wachsmuth , Marius Lindauer
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