The paper presents OGPIT, a trust‑region Bayesian optimization method that uses Gaussian process models and adaptive replication to handle stochastic functions with high variance. By allocating repeated evaluations where most beneficial and incorporating cost‑aware acquisition modifications, the approach scales efficiently when many samples are needed to reduce noise. Numerical experiments demonstrate that adaptive replication improves computational efficiency while maintaining solution accuracy compared to baseline methods.
arXiv:2511. 16340v2 Announce Type: replace Abstract: Efficient Gaussian process (GP) inference is critical for sequential decision-making tasks such as active learning, online prediction, and Bayesian optimization.
arXiv:2601. 07094v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function.
arXiv:2603. 02970v2 Announce Type: replace Abstract: We introduce LAGO, a LocAl-Global Optimization framework coupling Bayesian Optimization (BO) and gradient-based trust region local refinement through an adaptive competition mechanism for smooth expensive-to-evaluate objective functions with available gradients.
The paper introduces BO-pro-c, a Bayesian optimisation algorithm that employs a product-of-experts Gaussian process (GP-pro-c) as its surrogate model. GP-pro-c combines multiple local GP experts to improve uncertainty quantification, reduce computational cost, and preserve global correlations, addressing the cubic complexity of single global GP models. Experiments show that BO-pro-c achieves competitive optimisation performance with a 0.9% lower simple regret and a 39.4% reduction in computational overhead compared to a single‑global‑GP baseline.
arXiv:2603. 24567v2 Announce Type: replace-cross Abstract: Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions.
arXiv:2406. 03616v5 Announce Type: replace-cross Abstract: Novelty search (NS) aims to uncover diverse system behaviors through simulation or experiment without requiring a pre-specified scalar objective.
arXiv:2603. 01470v3 Announce Type: replace Abstract: We consider the optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel.
Optimizing industrial process flowsheets is often computationally prohibitive due to the high cost of rigorous simulations and the curse of dimensionality inherent in complex design spaces. To address...
arXiv:2608.29349v1 Announce Type: new Abstract: Gaussian process (GP) regression with a single global GP (GP-glo) incurs cubic computational cost, limiting scalability to large datasets. Product-of-e...
arXiv:2502. 01226v4 Announce Type: replace Abstract: Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions.
arXiv:2609.17440v1 Announce Type: new Abstract: Optimizing industrial process flowsheets is often computationally prohibitive due to the high cost of rigorous simulations and the curse of dimensional...
MF-SCBO is a new multi‑fidelity extension of Scalable Constrained Bayesian Optimization designed for high‑dimensional black‑box functions with black‑box constraints. It handles an arbitrary number of fidelity levels and non‑nested sampling, addressing gaps in existing methods. Experiments on standard benchmarks and challenging problems show that MF‑SCBO generally converges faster than both single‑fidelity SCBO and other multi‑fidelity approaches in high‑dimensional constrained settings.