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Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

最优化与控制 · 数学 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Recent advances in computationally efficient non-myopic Bayesian optimization (BO) improve query efficiency over traditional myopic methods like expected improvement while only modestly increasing computational cost. These advances have…

机器学习 · 统计学 2021-12-07 Yunxiang Zhang , Xiangyu Zhang , Peter I. Frazier

Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…

机器学习 · 计算机科学 2022-06-17 Samuel Daulton , David Eriksson , Maximilian Balandat , Eytan Bakshy

In a standard setting of Bayesian optimization (BO), the objective function evaluation is assumed to be highly expensive. Multi-fidelity Bayesian optimization (MFBO) accelerates BO by incorporating lower fidelity observations available with…

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…

材料科学 · 物理学 2026-02-10 Boris Slautin , Sergei Kalinin

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

机器学习 · 计算机科学 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

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…

机器学习 · 计算机科学 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

机器学习 · 计算机科学 2020-06-22 Phuc Luong , Dang Nguyen , Sunil Gupta , Santu Rana , Svetha Venkatesh

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

机器学习 · 统计学 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

机器学习 · 计算机科学 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

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…

机器学习 · 统计学 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

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…

机器学习 · 计算机科学 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or…

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

机器学习 · 统计学 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…

机器学习 · 计算机科学 2023-03-06 Sulin Liu , Qing Feng , David Eriksson , Benjamin Letham , Eytan Bakshy

The partially observable constrained optimization problems (POCOPs) impede data-driven optimization techniques since an infeasible solution of POCOPs can provide little information about the objective as well as the constraints. We endeavor…

机器学习 · 计算机科学 2023-12-27 Shengbo Wang , Ke Li

In many practical applications, decision-making processes must balance the costs of acquiring information with the benefits it provides. Traditional control systems often assume full observability, an unrealistic assumption when…

人工智能 · 计算机科学 2025-01-24 Taiyi Wang , Jianheng Liu , Bryan Lee , Zhihao Wu , Yu Wu

There has been a surge in interest in data-driven experimental design with applications to chemical engineering and drug manufacturing. Bayesian optimization (BO) has proven to be adaptable to such cases, since we can model the reactions of…

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

机器学习 · 计算机科学 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Max-value entropy search (MES) is one of the state-of-the-art approaches in Bayesian optimization (BO). In this paper, we propose a novel variant of MES for constrained problems, called Constrained MES via Information lower BOund…

机器学习 · 计算机科学 2023-02-21 Shion Takeno , Tomoyuki Tamura , Kazuki Shitara , Masayuki Karasuyama