SILO: Bayesian Optimization Beyond the Black Box: Leveraging Computational Structure for Efficient and Scalable Decision-Making
Abstract Bayesian optimization (BO) is a principled framework for optimizing expensive, noisy objective functions, but traditional BO treats the system as a black box and learns only through input-output queries. In many scientific and engineering settings, this assumption is unnecessarily restrictive; valuable computational structure is often available, even if the …