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Black-box optimization is a very active area of research, with many new algorithms being developed every year. This variety is needed, on the one hand, since different algorithms are most suitable for different types of optimization…
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…
We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid…
This paper describes a simple, but effective sampling method for optimizing and learning a discrete approximation (or surrogate) of a multi-dimensional function along a one-dimensional line segment of interest. The method does not rely on…
We introduce an order-invariant reinforcement learning framework for black-box combinatorial optimization. Classical estimation-of-distribution algorithms (EDAs) often rely on learning explicit variable dependency graphs, which can be…
Optimizing the communication structure of large language model based multi-agent systems (LLM-MAS) has been shown to improve downstream performance and reduce token usage. Existing methods typically rely on randomly sampled training tasks.…
Large language models (LLMs), trained on vast datasets, encode extensive real-world knowledge within their parameters, yet their black-box nature obscures the mechanisms and extent of this encoding. Surrogate modeling, which uses simplified…
We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…
We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…
In the framework of reduced basis methods, we recently introduced a new certified hierarchical and adaptive surrogate model, which can be used for efficient approximation of input-output maps that are governed by parametrized partial…
Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
In simulation-based engineering, design choices are often obtained following the optimization of complex blackbox models. These models frequently involve mixed-variable domains with quantitative and categorical variables. Unlike…
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost…
We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…
Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…
Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…
We demonstrate the adaption of three established methods to the field of surrogate machine learning model development. These methods are data augmentation, custom loss functions and transfer learning. Each of these methods have seen…
Coordinating multiple agents to collaboratively maximize submodular functions in unpredictable environments is a critical task with numerous applications in machine learning, robot planning and control. The existing approaches, such as the…
When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…