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Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Bias is known to be an impediment to fair decisions in many domains such as human resources, the public sector, health care etc. Recently, hope has been expressed that the use of machine learning methods for taking such decisions would…

Machine Learning · Computer Science 2019-09-05 Jindong Gu , Daniela Oelke

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

This work deals with the design optimization of electrical machines under the consideration of manufacturing uncertainties. In order to efficiently quantify the uncertainty, blackbox machine learning methods are employed. A multi-objective…

Computational Engineering, Finance, and Science · Computer Science 2023-11-27 Morten Huber , Mona Fuhrländer , Sebastian Schöps

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

In multi-task Bayesian optimization, the goal is to leverage experience from optimizing existing tasks to improve the efficiency of optimizing new ones. While approaches using multi-task Gaussian processes or deep kernel transfer exist, the…

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Frequentist statistical methods, such as hypothesis testing, are standard practice in papers that provide benchmark comparisons. Unfortunately, these methods have often been misused, e.g., without testing for their statistical test…

Methodology · Statistics 2021-05-18 David Issa Mattos , Jan Bosch , Helena Holmström Olsson

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Science about optimization methods is rapidly developing today. In machine learning, computer vision, biology, medicine, construction and in many other different areas optimization methods have vast popularity and they appear as important…

Optimization and Control · Mathematics 2017-05-30 Alexander Tyurin

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

We analyze the type of learned optimization that occurs when a learned model (such as a neural network) is itself an optimizer - a situation we refer to as mesa-optimization, a neologism we introduce in this paper. We believe that the…

Artificial Intelligence · Computer Science 2021-12-02 Evan Hubinger , Chris van Merwijk , Vladimir Mikulik , Joar Skalse , Scott Garrabrant

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…

Machine Learning · Statistics 2014-10-22 Panagiotis Tsilifis , Ilias Bilionis , Ioannis Katsounaros , Nicholas Zabaras

Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…

Optimization and Control · Mathematics 2024-05-27 Xiaohan Chen , Jialin Liu , Wotao Yin

There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of…

Machine Learning · Computer Science 2020-11-25 Harrison Wilde , Jack Jewson , Sebastian Vollmer , Chris Holmes

There are two common approaches for optimizing the performance of a machine: genetic algorithms and machine learning. A genetic algorithm is applied over many generations whereas machine learning works by applying feedback until the system…

Artificial Intelligence · Computer Science 2017-09-01 Leigh Sheneman , Arend Hintze