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Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Bayesian Optimization (BO) is a powerful tool for optimizing expensive black-box objective functions. While extensive research has been conducted on the single-objective optimization problem, the multi-objective optimization problem remains…

Machine Learning · Computer Science 2025-10-27 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

We propose a multi-swarm approach to approximate the Pareto front of general multi-objective optimization problems that is based on the Consensus-based Optimization method (CBO). The algorithm is motivated step by step beginning with a…

Optimization and Control · Mathematics 2022-11-30 Kathrin Klamroth , Michael Stiglmayr , Claudia Totzeck

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs…

Machine Learning · Computer Science 2025-05-30 Yu-Heng Hung , Kai-Jie Lin , Yu-Heng Lin , Chien-Yi Wang , Cheng Sun , Ping-Chun Hsieh

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford

Quadratic Unconstrained Binary Optimization (QUBO) is a broad class of optimization problems with many practical applications. To solve its hard instances in an exact way, known classical algorithms require exponential time and several…

Quantum Physics · Physics 2021-01-21 Gian Giacomo Guerreschi

Evolutionary algorithms are bio-inspired algorithms that can easily adapt to changing environments. Recent results in the area of runtime analysis have pointed out that algorithms such as the (1+1)~EA and Global SEMO can efficiently…

Neural and Evolutionary Computing · Computer Science 2022-06-07 Vahid Roostapour , Aneta Neumann , Frank Neumann

Stabilizing the complexity of Feedforward Neural Networks (FNNs) for the given approximation task can be managed by defining an appropriate model magnitude which is also greatly correlated with the generalization quality and computational…

Neural and Evolutionary Computing · Computer Science 2018-10-23 Saman Sadeghyan , Shahrokh Asadi

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…

Machine Learning · Computer Science 2024-10-14 Felix Teufel , Carsten Stahlhut , Jesper Ferkinghoff-Borg

The particle swarm optimization (PSO) algorithm has been recently introduced in the non--linear programming, becoming widely studied and used in a variety of applications. Starting from its original formulation, many variants for…

Optimization and Control · Mathematics 2020-04-15 Silvano Chiaradonna , Felicita Di Giandomenico , Nadir Murru

Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…

Machine Learning · Statistics 2022-04-29 Tinkle Chugh

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Although real-coded differential evolution (DE) algorithms can perform well on continuous optimization problems (CoOPs), it is still a challenging task to design an efficient binary-coded DE algorithm. Inspired by the learning mechanism of…

Neural and Evolutionary Computing · Computer Science 2014-05-13 Yu Chen , Weicheng Xie , Xiufen Zou

The chance-constrained knapsack problem is a variant of the classical knapsack problem where each item has a weight distribution instead of a deterministic weight. The objective is to maximize the total profit of the selected items under…

Neural and Evolutionary Computing · Computer Science 2020-04-09 Yue Xie , Aneta Neumann , Frank Neumann

Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

Swarm intelligence algorithms have traditionally been designed for continuous optimization problems, and these algorithms have been modified and extended for application to discrete optimization problems. Notably, their application in…

Neural and Evolutionary Computing · Computer Science 2024-03-29 Hayata Saitou , Harumi Haraguchi

Not all generate-and-test search algorithms are created equal. Bayesian Optimization (BO) invests a lot of computation time to generate the candidate solution that best balances the predicted value and the uncertainty given all previous…

Neural and Evolutionary Computing · Computer Science 2020-05-11 Gongjin Lan , Jakub M. Tomczak , Diederik M. Roijers , A. E. Eiben

For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature. These algorithms have been applied to solve different problems in engineering, economics,…

Artificial Intelligence · Computer Science 2014-07-17 Muhammad Marwan Muhammad Fuad

Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…

Machine Learning · Statistics 2019-06-24 Yao Zhang , James Jordon , Ahmed M. Alaa , Mihaela van der Schaar