Multi-Fidelity Methods for Optimization: A Survey
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Abstract (arXiv)
Real-world black-box optimization often involves time-consuming or costly experiments and simulations. Multi-fidelity optimization (MFO) stands out as a cost-effective strategy that balances high-fidelity accuracy with computational efficiency through a hierarchical fidelity approach. This survey presents a systematic exploration of MFO, underpinned by a novel text mining framework based on a pre-trained language model. We delve deep into the foundational principles and methodologies of MFO, focusing on three core components -- multi-fidelity surrogate models, fidelity management strategies, and optimization techniques. Additionally, this survey highlights the diverse applications of MFO across several key domains, including machine learning, engineering design optimization, and scientific discovery, showcasing the adaptability and effectiveness of MFO in tackling complex computational challenges. Furthermore, we also envision several emerging challenges and prospects in the MFO landscape, spanning scalability, the composition of lower fidelities, and the integration of human-in-the-loop approaches at the algorithmic level. We also address critical issues related to benchmarking and the advancement of open science within the MFO community. Overall, this survey aims to catalyze further research and foster collaborations in MFO, setting the stage for future innovations and breakthroughs in the field.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). Builds on 69 of its 328 references that are in the map. First posted on arXiv 15 Feb 2024.
Builds on
69 of 328 references.
References · 69
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- 2018Survey of multifidelity methods in uncertainty propagation, inference, and optimizationcited by 141
38 more
- 2016Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasetscited by 131
- 2017Multi-fidelity Bayesian Optimisation with Continuous Approximationscited by 120
- 2021HPOBench: A Collection of Reproducible Multi-Fidelity Benchmark Problems for HPOcited by 111
- 2015Batch Bayesian Optimization via Local Penalizationcited by 103
- 2016Multi-Information Source Optimizationcited by 83
- 2020Transfer learning based multi-fidelity physics informed deep neural networkcited by 68
- 2017Hyperparameter Importance Across Datasetscited by 62
- 2021YAHPO Gym -- An Efficient Multi-Objective Multi-Fidelity Benchmark for Hyperparameter Optimizationcited by 61
- 2019Deep Gaussian Processes for Multi-fidelity Modelingcited by 48
- 2021GIBBON: General-purpose Information-Based Bayesian OptimisatioNcited by 47
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50 most cited of 69 All 69 (JSON)
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Citing papers per year: 2024: 1; 2025: 1; 2026: 3.
5 papers.
- 2024Fast Benchmarking of Asynchronous Multi-Fidelity Optimization on Zero-Cost Benchmarkscited by 2
- 2025Tree-Structured Parzen Estimator Can Solve Black-Box Combinatorial Optimization More Efficientlycited by 0
- 2026Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Datacited by 0
- 2026A Consistency-Centric Approach to Set-Based Optimization with Multiple Models of Unranked Fidelitycited by 0
- 2026BiFE: Search-Efficient Discovery of CPU-Only Branching Policies via LLM-based Bi-Fidelity Evolutioncited by 0
- 2026BiFE: Search-Efficient Discovery of CPU-Only Branching Policies via LLM-based Bi-Fidelity Evolution29 Sep 2026
- 2026Multifidelity-Augmented Gaussian Process Inputs for Surrogate Modeling from Scarce Data23 Mar 2026
- 2026A Consistency-Centric Approach to Set-Based Optimization with Multiple Models of Unranked Fidelity28 Feb 2026
- 2025Tree-Structured Parzen Estimator Can Solve Black-Box Combinatorial Optimization More Efficiently10 Jul 2025
- 2024Fast Benchmarking of Asynchronous Multi-Fidelity Optimization on Zero-Cost Benchmarks4 Mar 2024