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

Out-of-distribution (OOD) generalization is a challenging machine learning problem yet highly desirable in many high-stake applications. Existing methods suffer from overly pessimistic modeling with low generalization confidence. As…

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

Learning to optimize the area under the receiver operating characteristics curve (AUC) performance for imbalanced data has attracted much attention in recent years. Although there have been several methods of AUC optimization, scaling up…

The Area Under the Curve (AUC) is an important performance metric for classification tasks, particularly in class-imbalanced scenarios. However, minimizing the AUC presents significant challenges due to the non-convex and discontinuous…

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

In this paper, we focus on the fairness issues regarding unsupervised outlier detection. Traditional algorithms, without a specific design for algorithmic fairness, could implicitly encode and propagate statistical bias in data and raise…

This paper proposes the method 2D-MoSub (2-dimensional model-based subspace method), which is a novel derivative-free optimization (DFO) method based on the subspace method for general unconstrained optimization and especially aims to solve…

Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…

Derivative-Free Optimization (DFO) involves methods that rely solely on evaluations of the objective function. One of the earliest strategies for designing DFO methods is to adapt first-order methods by replacing gradients with…

This paper introduces a modified Byrd-Omojokun (BO) trust region algorithm to address the challenges posed by noisy function and gradient evaluations. The original BO method was designed to solve equality constrained problems and it forms…

Offline reinforcement learning suffers from the out-of-distribution issue and extrapolation error. Most policy constraint methods regularize the density of the trained policy towards the behavior policy, which is too restrictive in most…

We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable…

Bi-fidelity stochastic optimization has gained increasing attention as an efficient approach to reduce computational costs by leveraging a low-fidelity (LF) model to optimize an expensive high-fidelity (HF) objective. In this paper, we…

Trust Region Policy Optimization (TRPO) is an iterative method that simultaneously maximizes a surrogate objective and enforces a trust region constraint over consecutive policies in each iteration. The combination of the surrogate…

We present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces. Our algorithm is based on a novel $Q$-learning policy with adaptive data-driven discretization. The…

The goal of offline black-box optimization (BBO) is to optimize an expensive black-box function using a fixed dataset of function evaluations. Prior works consider forward approaches that learn surrogates to the black-box function and…

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…