Multi-Fidelity Bayesian Optimization via Deep Neural Networks
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Abstract (arXiv)
Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the optimization cost, many multi-fidelity BO methods have been proposed. Despite their success, these methods either ignore or over-simplify the strong, complex correlations across the fidelities, and hence can be inefficient in estimating the objective function. To address this issue, we propose Deep Neural Network Multi-Fidelity Bayesian Optimization (DNN-MFBO) that can flexibly capture all kinds of complicated relationships between the fidelities to improve the objective function estimation and hence the optimization performance. We use sequential, fidelity-wise Gauss-Hermite quadrature and moment-matching to fulfill a mutual information-based acquisition function, which is computationally tractable and efficient. We show the advantages of our method in both synthetic benchmark datasets and real-world applications in engineering design.
Key facts. Cited by 46 papers in the map (data through 7 Oct 2026). First posted on arXiv 6 Jul 2020.
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Citing papers per year: 2021: 3; 2022: 8; 2023: 11; 2024: 11; 2025: 5; 2026: 8.
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- 2023Multi-Resolution Active Learning of Fourier Neural Operatorscited by 22
- 2024Active Learning for Neural PDE Solverscited by 22
- 2022Multi-Fidelity Bayesian Optimization with Unreliable Information Sourcescited by 17
- 2023Scaling Laws for Hyperparameter Optimizationcited by 16
- 2022Supervising the Multi-Fidelity Race of Hyperparameter Configurationscited by 15
- 2022Multi-fidelity Hierarchical Neural Processescited by 15
- 2023Multi-Fidelity Active Learning with GFlowNetscited by 15
- 2024Multi-Fidelity Residual Neural Processes for Scalable Surrogate Modelingcited by 13
- 2023Disentangled Multi-Fidelity Deep Bayesian Active Learningcited by 11
- 2023A Latent Variable Approach for Non-Hierarchical Multi-Fidelity Adaptive Samplingcited by 10
- 2024Optimal Multi-Fidelity Best-Arm Identificationcited by 8
- 2021Leveraging Trust for Joint Multi-Objective and Multi-Fidelity Optimizationcited by 7
34 more
- 2023OVD-Explorer: Optimism Should Not Be the Sole Pursuit of Exploration in Noisy Environmentscited by 7
- 2024Best Practices for Multi-Fidelity Bayesian Optimization in Materials and Molecular Researchcited by 7
- 2021Batch Multi-Fidelity Bayesian Optimization with Deep Auto-Regressive Networkscited by 6
- 2024Multi-Fidelity Methods for Optimization: A Surveycited by 5
- 2024Improving Hyperparameter Optimization with Checkpointed Model Weightscited by 5
- 2021Amortized Auto-Tuning: Cost-Efficient Bayesian Transfer Optimization for Hyperparameter Recommendationcited by 4
- 2022Multi-fidelity Monte Carlo: a pseudo-marginal approachcited by 4
- 2024Practical multi-fidelity machine learning: fusion of deterministic and Bayesian modelscited by 4
- 2022Cost-effective Framework for Gradual Domain Adaptation with Multifidelitycited by 3
- 2022Multifidelity Reinforcement Learning with Control Variatescited by 3
- 2023GAR: Generalized Autoregression for Multi-Fidelity Fusioncited by 3
- 2022Non-Myopic Multifidelity Bayesian Optimizationcited by 2
- 2023Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometrycited by 2
- 2024Cost-Sensitive Multi-Fidelity Bayesian Optimization with Transfer of Learning Curve Extrapolationcited by 2
- 2026Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?cited by 2
- 2023On the Effects of Heterogeneous Errors on Multi-fidelity Bayesian Optimizationcited by 1
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfercited by 1
- 2024Graph Laplacian-based Bayesian Multi-fidelity Modelingcited by 1
- 2025Enhancing Offline Model-Based RL via Active Model Selection: A Bayesian Optimization Perspectivecited by 1
- 2025Single- to multi-fidelity history-dependent learning with uncertainty quantification and disentanglement: application to data-driven constitutive modelingcited by 1
- 2025Multi-fidelity Bayesian Data-Driven Design of Energy Absorbing Spinodoid Cellular Structurescited by 1
- 2026Multi-Objective Multi-Fidelity Bayesian Optimization with Causal Priorscited by 1
- 2026Two-Fidelity Best-Action Identification for Stochastic Minimax Treecited by 1
- 2022Active Learning with Weak Supervision for Gaussian Processescited by 0
- 2023A few-shot graph Laplacian-based approach for improving the accuracy of low-fidelity datacited by 0
- 2023Differentiable Multi-Fidelity Fusion: Efficient Learning of Physics Simulations with Neural Architecture Search and Transfer Learningcited by 0
- 2024SCORE: A 1D Reparameterization Technique to Break Bayesian Optimization's Curse of Dimensionalitycited by 0
- 2025Exploring the Link Between Bayesian Inference and Embodied Intelligence: Toward Open Physical-World Embodied AI Systemscited by 0
- 2025Multi-modal Bayesian Neural Network Surrogates with Conjugate Last-Layer Estimationcited by 0
- 2026Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processescited by 0
- 2026Self-Tuning Sparse Attention: Multi-Fidelity Hyperparameter Optimization for Transformer Accelerationcited by 0
- 2026Multi-Fidelity Flow Matching: Cascaded Refinement of PDE Solutionscited by 0
- 2026Transfer Learning Architectures for Scalable Multi-Fidelity Bayesian Optimizationcited by 0
- 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisationcited by 0
- 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisation11 Sep 2026
- 2026Transfer Learning Architectures for Scalable Multi-Fidelity Bayesian Optimization26 Jul 2026
- 2026Two-Fidelity Best-Action Identification for Stochastic Minimax Tree1 Jun 2026
- 2026Multi-Fidelity Flow Matching: Cascaded Refinement of PDE Solutions15 May 2026
- 2026Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?10 Apr 2026
- 2026Self-Tuning Sparse Attention: Multi-Fidelity Hyperparameter Optimization for Transformer Acceleration19 Mar 2026
- 2026Multi-Objective Multi-Fidelity Bayesian Optimization with Causal Priors31 Jan 2026
- 2026Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes27 Jan 2026
- 2025Multi-modal Bayesian Neural Network Surrogates with Conjugate Last-Layer Estimation26 Sep 2025
- 2025Exploring the Link Between Bayesian Inference and Embodied Intelligence: Toward Open Physical-World Embodied AI Systems29 Jul 2025
- 2025Multi-fidelity Bayesian Data-Driven Design of Energy Absorbing Spinodoid Cellular Structures25 Jul 2025
- 2025Single- to multi-fidelity history-dependent learning with uncertainty quantification and disentanglement: application to data-driven constitutive modeling17 Jul 2025
34 more
- 2025Enhancing Offline Model-Based RL via Active Model Selection: A Bayesian Optimization Perspective17 Feb 2025
- 2024Best Practices for Multi-Fidelity Bayesian Optimization in Materials and Molecular Research1 Oct 2024
- 2024Graph Laplacian-based Bayesian Multi-fidelity Modeling12 Sep 2024
- 2024Active Learning for Neural PDE Solvers2 Aug 2024
- 2024Practical multi-fidelity machine learning: fusion of deterministic and Bayesian models21 Jul 2024
- 2024Improving Hyperparameter Optimization with Checkpointed Model Weights26 Jun 2024
- 2024SCORE: A 1D Reparameterization Technique to Break Bayesian Optimization's Curse of Dimensionality18 Jun 2024
- 2024Optimal Multi-Fidelity Best-Arm Identification5 Jun 2024
- 2024Cost-Sensitive Multi-Fidelity Bayesian Optimization with Transfer of Learning Curve Extrapolation28 May 2024
- 2024Multi-Fidelity Residual Neural Processes for Scalable Surrogate Modeling29 Feb 2024
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfer22 Feb 2024
- 2024Multi-Fidelity Methods for Optimization: A Survey15 Feb 2024
- 2023OVD-Explorer: Optimism Should Not Be the Sole Pursuit of Exploration in Noisy Environments19 Dec 2023
- 2023A Latent Variable Approach for Non-Hierarchical Multi-Fidelity Adaptive Sampling5 Oct 2023
- 2023Multi-Resolution Active Learning of Fourier Neural Operators29 Sep 2023
- 2023On the Effects of Heterogeneous Errors on Multi-fidelity Bayesian Optimization6 Sep 2023
- 2023Multi-Fidelity Active Learning with GFlowNets20 Jun 2023
- 2023Differentiable Multi-Fidelity Fusion: Efficient Learning of Physics Simulations with Neural Architecture Search and Transfer Learning12 Jun 2023
- 2023Disentangled Multi-Fidelity Deep Bayesian Active Learning7 May 2023
- 2023A few-shot graph Laplacian-based approach for improving the accuracy of low-fidelity data29 Mar 2023
- 2023Scaling Laws for Hyperparameter Optimization1 Feb 2023
- 2023Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry31 Jan 2023
- 2023GAR: Generalized Autoregression for Multi-Fidelity Fusion13 Jan 2023
- 2022Multi-Fidelity Bayesian Optimization with Unreliable Information Sources25 Oct 2022
- 2022Multi-fidelity Monte Carlo: a pseudo-marginal approach4 Oct 2022
- 2022Non-Myopic Multifidelity Bayesian Optimization13 Jul 2022
- 2022Multifidelity Reinforcement Learning with Control Variates10 Jun 2022
- 2022Multi-fidelity Hierarchical Neural Processes10 Jun 2022
- 2022Active Learning with Weak Supervision for Gaussian Processes18 Apr 2022
- 2022Supervising the Multi-Fidelity Race of Hyperparameter Configurations20 Feb 2022
- 2022Cost-effective Framework for Gradual Domain Adaptation with Multifidelity9 Feb 2022
- 2021Leveraging Trust for Joint Multi-Objective and Multi-Fidelity Optimization27 Dec 2021
- 2021Batch Multi-Fidelity Bayesian Optimization with Deep Auto-Regressive Networks18 Jun 2021
- 2021Amortized Auto-Tuning: Cost-Efficient Bayesian Transfer Optimization for Hyperparameter Recommendation17 Jun 2021
- 2023Multi-Resolution Active Learning of Fourier Neural Operatorscited by 22
- 2024Active Learning for Neural PDE Solverscited by 22
- 2022Multi-Fidelity Bayesian Optimization with Unreliable Information Sourcescited by 17
- 2023Scaling Laws for Hyperparameter Optimizationcited by 16
- 2022Supervising the Multi-Fidelity Race of Hyperparameter Configurationscited by 15
- 2022Multi-fidelity Hierarchical Neural Processescited by 15
- 2023Multi-Fidelity Active Learning with GFlowNetscited by 15
- 2024Multi-Fidelity Residual Neural Processes for Scalable Surrogate Modelingcited by 13
- 2023Disentangled Multi-Fidelity Deep Bayesian Active Learningcited by 11
- 2023A Latent Variable Approach for Non-Hierarchical Multi-Fidelity Adaptive Samplingcited by 10
- 2024Optimal Multi-Fidelity Best-Arm Identificationcited by 8
- 2021Leveraging Trust for Joint Multi-Objective and Multi-Fidelity Optimizationcited by 7
12 most cited of 44 All 44 (JSON)
- 2026Converge Then Diversify: Decoupling Convergence and Diversity in Multi-Objective Bayesian Optimisation11 Sep 2026
- 2026Transfer Learning Architectures for Scalable Multi-Fidelity Bayesian Optimization26 Jul 2026
- 2026Two-Fidelity Best-Action Identification for Stochastic Minimax Tree1 Jun 2026
- 2026Do We Really Need to Approach the Entire Pareto Front in Many-Objective Bayesian Optimisation?10 Apr 2026
- 2026Self-Tuning Sparse Attention: Multi-Fidelity Hyperparameter Optimization for Transformer Acceleration19 Mar 2026
- 2026Multi-Objective Multi-Fidelity Bayesian Optimization with Causal Priors31 Jan 2026
- 2026Regime-Adaptive Bayesian Optimization via Dirichlet Process Mixtures of Gaussian Processes27 Jan 2026
- 2025Multi-modal Bayesian Neural Network Surrogates with Conjugate Last-Layer Estimation26 Sep 2025
- 2025Exploring the Link Between Bayesian Inference and Embodied Intelligence: Toward Open Physical-World Embodied AI Systems29 Jul 2025
- 2025Multi-fidelity Bayesian Data-Driven Design of Energy Absorbing Spinodoid Cellular Structures25 Jul 2025
- 2025Single- to multi-fidelity history-dependent learning with uncertainty quantification and disentanglement: application to data-driven constitutive modeling17 Jul 2025
- 2024Best Practices for Multi-Fidelity Bayesian Optimization in Materials and Molecular Research1 Oct 2024
12 newest of 44 All 44 (JSON)