arXiv Machine Learning

Maximally Robust Satisficing Bayesian Optimization

arXiv:2607. 13652v1 Announce Type: new Abstract: Many design tasks can be cast as black-box function optimization, enabling use of Bayesian optimization to find an ideal design with minimal number of trials.

arXiv Machine Learning
Jul 14

Modernizing HEBO: a robust Bayesian optimization baseline for practical heteroskedastic and non-stationary problems

arXiv:2607. 10669v1 Announce Type: new Abstract: Bayesian optimization is increasingly used to guide data-efficient experimentation in chemistry, materials science, and related laboratory settings, but its practical performance depends strongly on how well surrogate-model assumptions match the geometry and noise structure of the underlying objective.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets
arXiv Machine Learning
Aug 5

Exploiting Separability in Multi-Scale Grey-Box Bayesian Optimization

arXiv:2608. 03045v1 Announce Type: new Abstract: We consider grey-box optimization problems where the decision variables naturally partition into black-box variables (as arguments to an expensive black-box function) and white-box variables, governed by a set of explicit, closed-form equations that also depend on the output of the black-box function.

By Joshua E. Hammond, Tyler A. Soderstrom, Brian A. Korgel, Michael Baldea
arXiv Machine Learning
Sep 25

MF-SCBO : Multi-fidelity Scalable Constrained Bayesian Optimization

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.

By Lucas Palazzolo, Micka\"el Binois, La\"etitia Giraldi
arXiv AI
Aug 6

Out-Of-The-Loop Multi-Fidelity Bayesian Optimization

arXiv:2608. 04113v1 Announce Type: cross Abstract: Black-box optimization is a ubiquitous problem in science and engineering, often dealing with expensive objective functions with cheaper lower-fidelity proxies available.

By Gustavo Sutter, Hao Wang, Luis Ricardez-Sandoval, Pascal Poupart, Agustinus Kristiadi
arXiv Machine Learning
Jul 7

Local Constrained Bayesian Optimization

arXiv:2603. 07965v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality.

By Jing Jingzhe, Fan Zheyi, Szu Hui Ng, Qingpei Hu