arXiv:2607. 23448v1 Announce Type: cross Abstract: Expensive constrained optimization problems in real-world industry design often involve constraint thresholds that are difficult to determine in advance.
By Jin Wang, Xi Lin, Handing Wang
The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.
By Qiyu Wei, Haowei Wang, Zirui Cao, Songhao Wang, Richard Allmendinger, Mauricio A \'Alvarez
arXiv:2511. 02570v3 Announce Type: replace Abstract: Bayesian optimization (BO) is a widely used approach to hyperparameter optimization (HPO).
By Lukas Fehring, Marcel Wever, Maximilian Splieth\"over, Leona Hennig, Henning Wachsmuth, Marius Lindauer
arXiv:2610.10186v1 Announce Type: new
Abstract: Bayesian optimization (BO) is widely used as a standard approach for expensive black-box optimization. However, BO algorithms often involve parameters...
By Satoshi Katayama, Shoyo Hunt, Shintaro Masuda, Masayuki Karasuyama
arXiv:2606. 07841v1 Announce Type: cross Abstract: Black-box variational inference (BBVI) is a methodology for posterior approximation that relies on stochastic optimization.
By Trevor Campbell, Jonathan H. Huggins, Kyurae Kim, Charles C. Margossian
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