Related papers: Black-Box Optimization in Machine Learning with Tr…

The Area Under the ROC Curve (AUC) is a crucial metric for machine learning, which evaluates the average performance over all possible True Positive Rates (TPRs) and False Positive Rates (FPRs). Based on the knowledge that a skillful…

We propose a direct mesh-free method for performing topology optimization by integrating a density field approximation neural network with a displacement field approximation neural network. We show that this direct integration approach can…

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

This paper proposes the algorithm NOWPAC (Nonlinear Optimization With Path-Augmented Constraints) for nonlinear constrained derivative-free optimization. The algorithm uses a trust region framework based on fully linear models for the…

Bayesian optimization (BO) is a popular method for optimizing expensive black-box functions. BO has several well-documented shortcomings, including computational slowdown with longer optimization runs, poor suitability for non-stationary or…

Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…

The area under the ROC curve (AUROC) has been vigorously applied for imbalanced classification and moreover combined with deep learning techniques. However, there is no existing work that provides sound information for peers to choose…

Large pre-trained language models (PLMs) have garnered significant attention for their versatility and potential for solving a wide spectrum of natural language processing (NLP) tasks. However, the cost of running these PLMs may be…

Adaptive sampling with interpolation-based trust regions or ASTRO-DF is a successful algorithm for stochastic derivative-free optimization with an easy-to-understand-and-implement concept that guarantees almost sure convergence to a…

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

Area under the ROC curve (AUC) optimisation techniques developed for neural networks have recently demonstrated their capabilities in different audio and speech related tasks. However, due to its intrinsic nature, AUC optimisation has…

The optimization of expensive black-box functions is ubiquitous in science and engineering. A common solution to this problem is Bayesian optimization (BO), which is generally comprised of two components: (i) a surrogate model and (ii) an…

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…

In this paper, we illustrate a novel method for solving optimization problems when derivatives are not explicitly available. We show that combining implicit filtering (IF), an existing derivative free optimization (DFO) method, with a deep…

Trust-region (TR) and adaptive regularization using cubics (ARC) have proven to have some very appealing theoretical properties for non-convex optimization by concurrently computing function value, gradient, and Hessian matrix to obtain the…

Areas under ROC (AUROC) and precision-recall curves (AUPRC) are common metrics for evaluating classification performance for imbalanced problems. Compared with AUROC, AUPRC is a more appropriate metric for highly imbalanced datasets. While…

Bayesian optimization (BO) has become popular for sequential optimization of black-box functions. When BO is used to optimize a target function, we often have access to previous evaluations of potentially related functions. This begs the…