Related papers: Model Guided Sampling Optimization for Low-dimensi…
Real-world applications involve various discrete optimization problems. Designing a specialized optimizer for each of these problems is challenging, typically requiring significant domain knowledge and human efforts. Hence, developing…
Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…
For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…
Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…
This paper reviews the state-of-the-art model-based adaptive sampling approaches for single-objective black-box optimization (BBO). While BBO literature includes various promising sampling techniques, there is still a lack of comprehensive…
Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…
Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…
Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…
Deep Symbolic Optimization (DSO) is a novel computational framework that enables symbolic optimization for scientific discovery, particularly in applications involving the search for intricate symbolic structures. One notable example is…
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…
Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…
Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…
Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…
Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains…
Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…
Topology optimization (TO) provides a principled mathematical approach for optimizing the performance of a structure by designing its material spatial distribution in a pre-defined domain and subject to a set of constraints. The majority of…
Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…
Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…
Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…