Organizations: Cheriton School of Computer Science, University of Waterloo, Waterloo, ON, Canada · Vector Institute, Toronto, ON, Canada · Department of Chemical Engineering, University of Waterloo, Waterloo, ON, Canada · Waterloo Institute for Nanotechnology, University of Waterloo, Waterloo, ON, Canada · Department of Computer Science, Western University, London, ON, Canada
Black-box optimization is a ubiquitous problem in science and engineering, often dealing with expensive objective functions with cheaper lower-fidelity proxies available. Multi-fidelity Bayesian optimization (MF-BO) is a principled approach to this problem, leveraging correlations across different fidelities when querying the objective. However, for many important MF-BO tasks, the true highest-fidelity function is prohibitively expensive to be part of the optimization loop. Nevertheless, practitioners often have gold standard data (observations of the highest-fidelity function) obtained from previous experiments that might provide information for the current task. For instance, in molecular optimization, chemists often pick the top-k candidate molecules using various computer simulations, and later reveal their true objective function values. In this work, we demonstrate the suboptimality of standard MF-BO algorithms in the real-world scenarios above, even under ideal assumptions. Next, we mitigate this problem by incorporating historical high-fidelity data accompanied by task descriptors---which can be explicitly given or extracted from unstructured metadata. We demonstrate the effectiveness of our methods on synthetic functions, as well as real-world problems in chemistry and hyperparameter optimization.
Self-driving laboratories increasingly rely on multi-fidelity Bayesian optimization (MFBO) to balance cheap, approximate evaluations against scarce, expensive ones, with a predictive surrogate at its core. Gaussian processes (GPs) are the default choice, but they scale poorly as data accumulate and assume a smooth landscape that molecular and materials search spaces routinely violate. Transfer learning offers an alternative suited to this regime: it learns a representation from abundant cheap data and adapts it to sparse expensive data. Despite its use in property prediction, transfer learning has not been tested as the engine of a closed-loop optimization. Here we benchmark eleven transfer-learning surrogates against four GP methods under an identical selection rule, fidelity budget, and model size, across nine tasks spanning synthetic functions to real chemistry and materials problems. GPs win on smooth, low-dimensional functions but perform worst on molecular and materials problems, where transfer-learning surrogates reach substantially better solutions using far less computation. Because acquisition policy is held fixed across surrogates, this advantage is attributable to the surrogate itself. Uncertainty-driven exploration is not reliably beneficial, and calibration does not predict optimization performance, so greedy exploitation of the transfer-learned mean is the more robust default. Transfer learning is therefore the surrogate of choice for molecular and materials MFBO.
Jaewook Lee, Ethan Errington, Christian D. Lorenz +1
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 these challenges, we present a reduced-space multi-fidelity Bayesian optimization (RS-MFBO) framework designed for high-dimensional, expensive black-box functions. The approach integrates Global Sensitivity Analysis (GSA) for dimensionality reduction with a fidelity-augmented Gaussian process that captures correlations between low-cost approximations and expensive high-fidelity evaluations. A cost-aware acquisition strategy, augmented with cooldown and promotion mechanisms, adaptively guides the allocation of samples across fidelities. The framework is validated on two distinct industrial process simulators: a plasmid DNA bioprocess in SuperPro Designer and a green fuel synthesis plant in Aspen HYSYS. Results across diverse economic and physical objectives demonstrate that the proposed method substantially reduces the number of high-fidelity simulator evaluations while maintaining competitive optimization performance compared to single-fidelity baselines. These results highlight RS-MFBO as a scalable, simulator-agnostic approach for cost-constrained black-box optimization.
Niki Triantafyllou, Andrea Bernardi, Maria M. Papathanasiou
Bayesian optimization (BO) is widely used for expensive black-box problems, yet practical performance depends not only on high-level algorithmic choices but also on how surrogate model training, input and output warping transformations, acquisition functions, and candidate search are implemented. We present tidyHEBO, a BoTorch-native single-objective optimizer designed for robust general-purpose optimization. tidyHEBO jointly fits Yeo-Johnson output warping with the Gaussian-process surrogate, evaluates acquisition functions on the original objective scale using deterministic quadrature or MC-samples, and performs constrained cumulative Pareto search over multiple acquisition criteria. Without any Olympus-specific hyperparameter tuning - using only default optimizer configurations - tidyHEBO ranked first among the evaluated methods on the Olympus benchmark. It achieved the best average ranks for typical performance (average rank 1.53), worst-tail performance (1.21), and run-to-run variability (2.00), measured by median nAUC, CVaR_nAUC, and IQR_nAUC, respectively. Using the same default configuration, tidyHEBO also performed strongly on synthetic and Needle-in-a-Haystack problems and closely matched HEBO on Bayesmark (92.64 versus 93.34) while exceeding GP with logarithmic expected improvement and random search. Adaptive batching reduced feedback rounds while revealing a controllable trade-off between parallelization and optimization quality as the batch cap increased. These results characterize tidyHEBO as a robust, reproducible general-purpose optimizer for a broad range of practical optimization problems, including scientific applications and hyperparameter tuning.