MF-SCBO: Multi-fidelity Scalable Constrained Bayesian Optimization

arXiv:2609.29941 · cs.LG, math.OC · Submitted 2026-09-24 · Read on arXiv

cs.LG, math.OC

Submitted: 2026-09-24

Updated: 2026-09-24

Code: https://github.com/Nemo-Virtual-Lab/MF-SCBO

Terminology

• Fidelity — 204× in this paper · explained in 2 episodes
• Bayesian Optimization — 41× in this paper · explained in 3 episodes
• Trust Region — 19× in this paper
• Acquisition Function — 11× in this paper · explained in 1 episode
• Benchmark — 10× in this paper · explained in 2 episodes
• Objective Function — 9× in this paper · explained in 2 episodes
• Thompson Sampling — 8× in this paper
• Accuracy — 6× in this paper · explained in 1 episode
• Scalable Constrained Bayesian Optimization — 5× in this paper
• Adam — 3× in this paper · explained in 2 episodes
• Benchmarking — 2× in this paper · explained in 3 episodes
• Uncertainty Quantification — 2× in this paper · explained in 8 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Core — 1× in this paper · explained in 2 episodes
• Expected Improvement — 1× in this paper
• Gaussian Processes (GPs) — 1× in this paper · explained in 2 episodes
• Regret — 1× in this paper · explained in 3 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Score Function — 1× in this paper · explained in 4 episodes
• Transfer Learning — 1× in this paper · explained in 10 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Multi-fidelity Gaussian process regression for noisy outputs and non-nested experimental designs: a comparison between the recursive and non-recursive formulations
• Deep Gaussian Processes for Multi-fidelity Modeling
• Optimal Control of Microswimmers for Trajectory Tracking Using Bayesian Optimization
• Understanding High-Dimensional Bayesian Optimization

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