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Binary optimisation tasks are ubiquitous in areas ranging from logistics to cryptography. The exponential complexity of such problems means that the performance of traditional computational methods decreases rapidly with increasing problem…

We consider an optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to…

Machine Learning · Computer Science 2026-03-13 Shuhei Sugiura , Ichiro Takeuchi , Shion Takeno

We consider robust optimization problems, where the goal is to optimize in the worst case over a class of objective functions. We develop a reduction from robust improper optimization to Bayesian optimization: given an oracle that returns…

Machine Learning · Computer Science 2017-07-05 Robert Chen , Brendan Lucier , Yaron Singer , Vasilis Syrgkanis

Understanding properties of deep neural networks is an important challenge in deep learning. In this paper, we take a step in this direction by proposing a rigorous way of verifying properties of a popular class of neural networks,…

Machine Learning · Statistics 2018-06-04 Nina Narodytska , Shiva Prasad Kasiviswanathan , Leonid Ryzhyk , Mooly Sagiv , Toby Walsh

Reinforcement learning is a powerful technique for learning from trial and error, but it often requires a large number of interactions to achieve good performance. In some domains, such as sparse-reward tasks, an oracle that can provide…

Artificial Intelligence · Computer Science 2023-09-22 Zhourui Guo , Meng Yao , Yang Yu , Qiyue Yin

The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the…

Machine Learning · Computer Science 2024-02-20 Carl Hvarfner , Frank Hutter , Luigi Nardi

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

Most real world applications require dealing with stochasticity like sensor noise or predictive uncertainty, where formal specifications of desired behavior are inherently probabilistic. Despite the promise of formal verification in…

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

Local search algorithms and iterated local search algorithms are a basic technique. Local search can be a stand along search methods, but it can also be hybridized with evolutionary algorithms. Recently, it has been shown that it is…

Artificial Intelligence · Computer Science 2016-01-29 Francisco Chicano , Darrell Whitley , Renato Tinos

Optimization of real-world black-box functions defined over purely categorical variables is an active area of research. In particular, optimization and design of biological sequences with specific functional or structural properties have a…

Machine Learning · Computer Science 2022-02-25 Hamid Dadkhahi , Jesus Rios , Karthikeyan Shanmugam , Payel Das

Many real-world scientific and industrial applications require the optimization of expensive black-box functions. Bayesian Optimization (BO) provides an effective framework for such problems. However, traditional BO methods are prone to get…

Artificial Intelligence · Computer Science 2025-09-29 Zhuo Yang , Daolang Wang , Lingli Ge , Beilun Wang , Tianfan Fu , Yuqiang Li

Recently, using Large Language Models (LLMs) to generate optimization models from natural language descriptions has became increasingly popular. However, a major open question is how to validate that the generated models are correct and…

Artificial Intelligence · Computer Science 2026-04-07 Alexander Zadorojniy , Segev Wasserkrug , Eitan Farchi

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Nonlinear, adaptive, or otherwise complex control techniques are increasingly relied upon to ensure the safety of systems operating in uncertain environments. However, the nonlinearity of the resulting closed-loop system complicates…

Systems and Control · Computer Science 2018-01-17 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Boolean satisfiability problem has applications in various fields. An efficient algorithm to solve satisfiability problem can be used to solve many other problems efficiently. The input of satisfiability problem is a finite set of clauses.…

Computational Complexity · Computer Science 2021-05-25 Manoj Kumar

Markov decision processes are widely used for planning and verification in settings that combine controllable or adversarial choices with probabilistic behaviour. The standard analysis algorithm, value iteration, only provides a lower bound…

Logic in Computer Science · Computer Science 2019-10-21 Arnd Hartmanns , Benjamin Lucien Kaminski

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos