Related papers: Black-box $\alpha$-divergence Minimization
Bayesian inference is a principled framework for dealing with uncertainty. The practitioner can perform an initial assumption for the physical phenomenon they want to model (prior belief), collect some data and then adjust the initial…
In this paper, a new numerical method based on adaptive gradient descent optimizers is provided for computing the implied volatility from the Black-Scholes (B-S) option pricing model. It is shown that the new method is more accurate than…
Saliency maps are often used in computer vision to provide intuitive interpretations of what input regions a model has used to produce a specific prediction. A number of approaches to saliency map generation are available, but most require…
This paper deals with the black-box optimization problem. In this setup, we do not have access to the gradient of the objective function, therefore, we need to estimate it somehow. We propose a new type of approximation JAGUAR, that…
Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…
Solving for adversarial examples with projected gradient descent has been demonstrated to be highly effective in fooling the neural network based classifiers. However, in the black-box setting, the attacker is limited only to the query…
Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications. However, ABC can be sensitive to outliers if a data discrepancy measure is chosen inappropriately. In this paper,…
Black-box optimization (BBO) algorithms are concerned with finding the best solutions for problems with missing analytical details. Most classical methods for such problems are based on strong and fixed a priori assumptions, such as…
Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. However, it remains a challenge for users to apply BBO methods to their problems at hand…
Online black-box optimization (BBO) aims to optimize an objective function by iteratively querying a black-box oracle in a sample-efficient way. While prior studies focus on forward approaches such as Gaussian Processes (GPs) to learn a…
Lokshtanov et al.~[STOC 2017] introduced \emph{lossy kernelization} as a mathematical framework for quantifying the effectiveness of preprocessing algorithms in preserving approximation ratios. \emph{$\alpha$-approximate reduction rules}…
Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…
Latent force models are systems whereby there is a mechanistic model describing the dynamics of the system state, with some unknown forcing term that is approximated with a Gaussian process. If such dynamics are non-linear, it can be…
Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…
Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find…
Black-box functions are broadly used to model complex problems that provide no explicit information but the input and output. Despite existing studies of black-box function optimization, the solution set satisfying an inequality with a…
Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…
The violation of a Bell inequality is the paradigmatic example of device-independent quantum information: the nonclassicality of the data is certified without the knowledge of the functioning of devices. In practice, however, all Bell…
Black-box tuning is an emerging paradigm for adapting large language models (LLMs) to better achieve desired behaviors, particularly when direct access to model parameters is unavailable. Current strategies, however, often present a dilemma…
Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…