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Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa , Dae Hyun Kim

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Optimistic methods have been applied with success to single-objective optimization. Here, we attempt to bridge the gap between optimistic methods and multi-objective optimization. In particular, this paper is concerned with solving…

Optimization and Control · Mathematics 2016-12-28 Abdullah Al-Dujaili , S. Suresh

Many crucial scientific problems involve designing novel molecules with desired properties, which can be formulated as a black-box optimization problem over the discrete chemical space. In practice, multiple conflicting objectives and…

Machine Learning · Computer Science 2023-11-03 Yiheng Zhu , Jialu Wu , Chaowen Hu , Jiahuan Yan , Chang-Yu Hsieh , Tingjun Hou , Jian Wu

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

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

Machine Learning · Computer Science 2021-11-15 Raul Astudillo , Daniel R. Jiang , Maximilian Balandat , Eytan Bakshy , Peter I. Frazier

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

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions while minimizing the number of function evaluations. For example,…

Machine Learning · Computer Science 2022-04-13 Syrine Belakaria , Aryan Deshwal , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

Machine Learning · Statistics 2020-01-22 Chao Qian , Hang Xiong , Ke Xue

We study the novel problem of blackbox optimization of multiple objectives via multi-fidelity function evaluations that vary in the amount of resources consumed and their accuracy. The overall goal is to approximate the true Pareto set of…

Artificial Intelligence · Computer Science 2020-11-04 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

We consider the problem of black-box multi-objective optimization (MOO) using expensive function evaluations (also referred to as experiments), where the goal is to approximate the true Pareto set of solutions by minimizing the total…

Machine Learning · Computer Science 2021-11-05 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

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 an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…

Machine Learning · Computer Science 2025-01-28 Jiaxing Li , Wei Liu , Chao Xue , Yibing Zhan , Xiaoxing Wang , Weifeng Liu , Dacheng Tao

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

Machine Learning · Statistics 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

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

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

We consider the problem of constrained multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the…

Machine Learning · Computer Science 2020-09-02 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola
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