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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 (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

Bayesian optimization (BO) is widely used for autonomous materials discovery, yet its classical sequential formulation is insufficient for design of experimental workflows that often combine parallel or batch synthesis with inherently…

Materials Science · Physics 2026-02-10 Boris Slautin , Sergei Kalinin

In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…

Machine Learning · Statistics 2018-11-30 Chunlin Gong , Xu Li , Hua Su , Jinlei Guo , Liangxian Gu

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

Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…

Biomolecules · Quantitative Biology 2024-01-04 Farshud Sorourifar , Thomas Banker , Joel A. Paulson

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

Machine Learning · Computer Science 2022-08-11 George De Ath , Tinkle Chugh , Alma A. M. Rahat

The pursuit of universal black-box optimization (BBO) algorithms is a longstanding goal. However, unlike domains such as language or vision, where scaling structured data has driven generalization, progress in offline BBO remains hindered…

Machine Learning · Computer Science 2025-06-10 Rong-Xi Tan , Ming Chen , Ke Xue , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

Computational exploration of the compositional spaces of materials can provide guidance for synthetic research and thus accelerate the discovery of novel materials. Most approaches employ high-throughput sampling and focus on reducing the…

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

Methodology · Statistics 2024-01-19 Joshua Daniel Loyal

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Bayesian optimization (BO) has become an indispensable tool for autonomous decision-making across diverse applications from autonomous vehicle control to accelerated drug and materials discovery. With the growing interest in self-driving…

Machine Learning · Computer Science 2025-08-22 Gary Tom , Stanley Lo , Samantha Corapi , Alan Aspuru-Guzik , Benjamin Sanchez-Lengeling

We consider the problem of sequentially optimizing a time-varying objective function using time-varying Bayesian optimization (TVBO). Current approaches to TVBO require prior knowledge of a constant rate of change to cope with stale data…

Machine Learning · Computer Science 2025-02-05 Paul Brunzema , Alexander von Rohr , Friedrich Solowjow , Sebastian Trimpe

Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand,…

Machine Learning · Computer Science 2023-09-29 Zhou Fan , Xinran Han , Zi Wang

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

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

Recent work in unsupervised representation learning has focused on learning deep directed latent-variable models. Fitting these models by maximizing the marginal likelihood or evidence is typically intractable, thus a common approximation…

Machine Learning · Computer Science 2018-02-15 Alexander A. Alemi , Ben Poole , Ian Fischer , Joshua V. Dillon , Rif A. Saurous , Kevin Murphy

Analog circuit design requires substantial human expertise and involvement, which is a significant roadblock to design productivity. Bayesian Optimization (BO), a popular machine learning based optimization strategy, has been leveraged to…

Machine Learning · Computer Science 2025-04-04 Yuxuan Yin , Yu Wang , Boxun Xu , Peng Li

Complex dynamical systems, such as particle accelerators, often require complicated and time-consuming tuning procedures for optimal performance. It may also be required that these procedures estimate the optimal system parameters, which…

Machine Learning · Computer Science 2024-12-03 Mahindra Rautela , Alan Williams , Alexander Scheinker

Despite the recent success of Bayesian optimization (BO) in a variety of applications where sample efficiency is imperative, its performance may be seriously compromised in settings characterized by high-dimensional parameter spaces. A…

Machine Learning · Computer Science 2020-11-26 Noémie Jaquier , Leonel Rozo