arXiv Machine Learning

How Many Initial Points Does Bayesian Optimization Need?

arXiv:2607. 04356v1 Announce Type: new Abstract: Bayesian Optimization (BO) generally begins with an initialization phase: a batch of $n_0$ uninformed evaluations.

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
Jun 4

ALMAB-DC: Active Learning, Multi-Armed Bandits, and Distributed Computing for Sequential Experimental Design and Black-Box Optimization

arXiv:2603. 21180v4 Announce Type: replace Abstract: Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation.

By Foo Hui-Mean, Yuan-chin I Chang
arXiv Machine Learning
Jun 2

Local Preferential Bayesian Optimization

arXiv:2606. 02351v1 Announce Type: new Abstract: Bayesian optimization (BO) is a popular and effective approach for tuning expensive, noisy experiments, but requires the formulation of an explicit objective function.

By Johanna Menn, Miriam Kober, Paul Brunzema, David Stenger, Sebastian Trimpe
arXiv Machine Learning
Aug 3

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.

By Panagiotis Krokidas, Christoforos Rekatsinas, Vassilis Sioros, Grigorios M. Chatziathanasiou, Efi-Maria Papia, George Giannakopoulos
arXiv AI
Jun 2

MINTS: Minimalist Thompson Sampling

arXiv:2606. 01655v1 Announce Type: cross Abstract: The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints.

By Kaizheng Wang