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Bayesian optimization (BO) is one of the most powerful strategies to solve computationally expensive-to-evaluate blackbox optimization problems. However, BO methods are conventionally used for optimization problems of small dimension…

Optimization and Control · Mathematics 2025-02-10 Rémy Priem , Youssef Diouane , Nathalie Bartoli , Sylvain Dubreuil , Paul Saves

Adjusting visual parameters such as brightness and contrast is common in our everyday experiences. Finding the optimal parameter setting is challenging due to the large search space and the lack of an explicit objective function, leaving…

Human-Computer Interaction · Computer Science 2025-08-14 Zhipeng Li , Yi-Chi Liao , Christian Holz

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

This paper introduces a model-free real-time optimization (RTO) framework based on unconstrained Bayesian optimization with embedded constraint control. The main contribution lies in demonstrating how this approach simplifies the black-box…

Optimization and Control · Mathematics 2024-02-29 Dinesh Krishnamoorthy

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

The adoption of high-fidelity models for many-query optimization problems is majorly limited by the significant computational cost required for their evaluation at every query. Multifidelity Bayesian methods (MFBO) allow to include costly…

Machine Learning · Computer Science 2024-07-08 Francesco Di Fiore , Laura Mainini

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

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Masahiro Nomura , Masayuki Karasuyama

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…

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda

In this study, we propose a novel multi-objective Bayesian optimization (MOBO) method to efficiently identify the Pareto front (PF) defined by risk measures for black-box functions under the presence of input uncertainty (IU). Existing BO…

Machine Learning · Statistics 2023-11-27 Yu Inatsu , Shion Takeno , Hiroyuki Hanada , Kazuki Iwata , Ichiro Takeuchi

Multi-fidelity Bayesian optimization (MFBO) accelerates the search for the global optimum of black-box functions by integrating inexpensive, low-fidelity approximations. The central task of an MFBO policy is to balance the cost-efficiency…

Machine Learning · Computer Science 2026-02-03 Md Abir Hossen , Mohammad Ali Javidian , Vignesh Narayanan , Jason M. O'Kane , Pooyan Jamshidi

Bayesian optimization (BO) is a principled approach to molecular design tasks. In this paper we explain three pitfalls of BO which can cause poor empirical performance: an incorrect prior width, over-smoothing, and inadequate acquisition…

Machine Learning · Computer Science 2024-07-26 Austin Tripp , José Miguel Hernández-Lobato

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

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

Bayesian optimization (BO) is a widely used algorithm for solving expensive black-box optimization problems. However, its performance decreases significantly on high-dimensional problems due to the inherent high-dimensionality of the…

Machine Learning · Computer Science 2025-04-16 Jundi Huang , Dawei Zhan

Control system optimization has long been a fundamental challenge in robotics. While recent advancements have led to the development of control algorithms that leverage learning-based approaches, such as SafeOpt, to optimize single feedback…

Robotics · Computer Science 2024-11-13 Lihao Zheng , Hongxuan Wang , Xiaocong Li , Jun Ma , Prahlad Vadakkepat

We consider an optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to…

Machine Learning · Computer Science 2026-03-13 Shuhei Sugiura , Ichiro Takeuchi , Shion Takeno