Related papers: Pareto Efficient Multi Objective Optimization for …
In the era of large-scale AI deployment and high-stakes clinical trials, adaptive experimentation faces a ``trilemma'' of conflicting objectives: minimizing cumulative regret (welfare loss during the experiment), maximizing the estimation…
Expensive multi-objective optimization problems can be found in many real-world applications, where their objective function evaluations involve expensive computations or physical experiments. It is desirable to obtain an approximate Pareto…
Direct Preference Optimization (DPO) has gained significant attention for its simplicity and computational efficiency in aligning large language models (LLMs). Recent advancements have extended DPO to multimodal scenarios, achieving strong…
Optimisation-based algorithms known as Moving Horizon Estimator (MHE) have been developed through the years. This paper illustrates the implementation of the policy introduced in the companion paper submitted to the 18th IFAC Workshop on…
We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…
Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…
This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e.,…
We propose a framework for online meta-optimization of parameters that govern optimization, called Amortized Proximal Optimization (APO). We first interpret various existing neural network optimizers as approximate stochastic proximal point…
Background: It is widely recognized that software effort estimation is a regression problem. Model Tree (MT) is one of the Machine Learning based regression techniques that is useful for software effort estimation, but as other machine…
Variational autoencoders (VAEs) rely on amortized variational inference to enable efficient posterior approximation, but this efficiency comes at the cost of a shared parametrization, giving rise to the amortization gap. We propose the…
When tuning software configuration for better performance (e.g., latency or throughput), an important issue that many optimizers face is the presence of local optimum traps, compounded by a highly rugged configuration landscape and…
Multivariate time series data appear often as realizations of non-stationary processes where the covariance matrix or spectral matrix smoothly evolve over time. Most of the current approaches estimate the time-varying spectral properties…
Software effort estimation (SEE) is a core activity in all software processes and development lifecycles. A range of increasingly complex methods has been considered in the past 30 years for the prediction of effort, often with mixed and…
Proximal Policy Optimization (PPO) is a widely used reinforcement learning algorithm that heavily relies on accurate advantage estimates for stable and efficient training. However, raw advantage signals can exhibit significant variance,…
The predict-then-optimize (PTO) framework is a standard approach in data-driven decision-making, where a decision-maker first estimates an unknown parameter from historical data and then uses this estimate to solve an optimization problem.…
Traditional language model alignment methods, such as Direct Preference Optimization (DPO), are limited by their dependence on static, pre-collected paired preference data, which hampers their adaptability and practical applicability. To…
Approximate Bayesian Computation (ABC) is a widely applicable and popular approach to estimating unknown parameters of mechanistic models. As ABC analyses are computationally expensive, parallelization on high-performance infrastructure is…
Software configuration tuning is essential for optimizing a given performance objective (e.g., minimizing latency). Yet, due to the software's intrinsically complex configuration landscape and expensive measurement, there has been a rather…
We propose a new, more general approach to the design of stochastic gradient-based optimization methods for machine learning. In this new framework, optimizers assume access to a batch of gradient estimates per iteration, rather than a…
Prompt engineering can significantly improve the performance of large language models (LLMs), with automated prompt optimization (APO) gaining significant attention due to the time-consuming and laborious nature of manual prompt design.…