Bayesian Optimization for Function-Valued Responses under Min-Max Criteria

arXiv — stat.MLWednesday, December 10, 2025 at 5:00:00 AM
  • A new framework called min-max Functional Bayesian Optimization (MM-FBO) has been proposed to optimize functional responses under min-max criteria, addressing limitations of traditional Bayesian optimization methods that focus on scalar responses. This approach minimizes the maximum error across the functional domain, utilizing functional principal component analysis and Gaussian process surrogates for improved performance.
  • The introduction of MM-FBO is significant as it enhances the capability to optimize complex functional responses, which are prevalent in scientific and engineering applications. By focusing on worst-case scenarios, this method aims to provide more robust solutions in fields such as electromagnetic scattering and the design of metaphotonic devices.
  • This development reflects ongoing challenges in high-dimensional Bayesian optimization, where traditional methods may fall short. The integration of advanced techniques like local entropy search and scalable neural network-based optimization highlights a trend towards improving efficiency and robustness in Bayesian optimization, particularly in complex, multi-dimensional spaces.
— via World Pulse Now AI Editorial System

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