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Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian Optimization (BO) is a powerful, sample-efficient technique to optimize expensive-to-evaluate functions. Each of the BO components, such as the surrogate model, the acquisition function (AF), or the initial design, is subject to a…

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

机器学习 · 统计学 2025-01-03 Leonardo D. González , Victor M. Zavala

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

机器学习 · 计算机科学 2023-06-21 Utkarsh Prakash , Aryan Chollera , Kushagra Khatwani , Prabuchandran K. J. , Tejas Bodas

Bayesian Optimisation (BO) refers to a class of methods for global optimisation of a function $f$ which is only accessible via point evaluations. It is typically used in settings where $f$ is expensive to evaluate. A common use case for BO…

机器学习 · 计算机科学 2019-03-19 Kirthevasan Kandasamy , Willie Neiswanger , Jeff Schneider , Barnabas Poczos , Eric Xing

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

机器学习 · 计算机科学 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Bayesian optimization (BO) is a global optimization strategy designed to find the minimum of an expensive black-box function, typically defined on a compact subset of $\mathcal{R}^d$, by using a Gaussian process (GP) as a surrogate model…

机器学习 · 统计学 2018-09-24 Eero Siivola , Aki Vehtari , Jarno Vanhatalo , Javier González , Michael Riis Andersen

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…

机器学习 · 统计学 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

Bayesian optimization (BO) has proven to be an effective paradigm for the global optimization of expensive-to-sample systems. One of the main advantages of BO is its use of Gaussian processes (GPs) to characterize model uncertainty which…

机器学习 · 统计学 2023-11-30 Leonardo D. González , Victor M. Zavala

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

机器学习 · 计算机科学 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

机器学习 · 统计学 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

人工智能 · 计算机科学 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

The acquisition function, a critical component in Bayesian optimization (BO), can often be written as the expectation of a utility function under a surrogate model. However, to ensure that acquisition functions are tractable to optimize,…

机器学习 · 计算机科学 2022-10-10 Jiaming Song , Lantao Yu , Willie Neiswanger , Stefano Ermon

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

机器学习 · 计算机科学 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

This paper examines the application of the Kernel Sum of Squares (KSOS) method for enhancing kernel learning from data, particularly in the context of dynamical systems. Traditional kernel-based methods, despite their theoretical soundness…

机器学习 · 计算机科学 2024-08-14 Daniel Lengyel , Panos Parpas , Boumediene Hamzi , Houman Owhadi

This paper presents an Improved Bayesian Optimization (IBO) algorithm to solve complex high-dimensional epidemic models' optimal control solution. Evaluating the total objective function value for disease control models with hundreds of…

统计方法学 · 统计学 2021-08-03 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Particle swarm optimization (PSO) method cannot be directly used in the problem of hyper-parameter estimation since the mathematical formulation of the mapping from hyper-parameters to loss function or generalization accuracy is unclear.…

机器学习 · 计算机科学 2020-12-15 Yaru Li , Yulai Zhang

Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…

机器人学 · 计算机科学 2019-10-14 Noémie Jaquier , Leonel Rozo , Sylvain Calinon , Mathias Bürger

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 discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…

量子物理 · 物理学 2026-05-12 Reo Shikanai , Masayuki Ohzeki