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We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…
The most common representation in evolutionary computation are bit strings. This is ideal to model binary decision variables, but less useful for variables taking more values. With very little theoretical work existing on how to use…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
We conduct a first fundamental analysis of the working principles of binary differential evolution (BDE), an optimization heuristic for binary decision variables that was derived by Gong and Tuson (2007) from the very successful classic…
When dealing with time series with complex non-stationarities, low retrospective regret on individual realizations is a more appropriate goal than low prospective risk in expectation. Online learning algorithms provide powerful guarantees…
Autonomous vehicles with a self-evolving ability are expected to cope with unknown scenarios in the real-world environment. Take advantage of trial and error mechanism, reinforcement learning is able to self evolve by learning the optimal…
Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a…
Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…
This paper presents the results and insights from the black-box optimization (BBO) challenge at NeurIPS 2020 which ran from July-October, 2020. The challenge emphasized the importance of evaluating derivative-free optimizers for tuning the…
Novel technologies in automated machine learning ease the complexity of algorithm selection and hyperparameter optimization. Hyperparameters are important for machine learning models as they significantly influence the performance of…
Black-box complexity theory provides lower bounds for the runtime of black-box optimizers like evolutionary algorithms and serves as an inspiration for the design of new genetic algorithms. Several black-box models covering different…
This paper reviews the state-of-the-art model-based adaptive sampling approaches for single-objective black-box optimization (BBO). While BBO literature includes various promising sampling techniques, there is still a lack of comprehensive…
We present a novel black box optimization algorithm called Hessian Estimation Evolution Strategy. The algorithm updates the covariance matrix of its sampling distribution by directly estimating the curvature of the objective function. This…
Distribution-based search algorithms are an effective approach for evolutionary reinforcement learning of neural network controllers. In these algorithms, gradients of the total reward with respect to the policy parameters are estimated…
The most data-efficient algorithms for reinforcement learning in robotics are model-based policy search algorithms, which alternate between learning a dynamical model of the robot and optimizing a policy to maximize the expected return…
We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly the aim is to find a robust one, where the worst case in an…
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…
Extending previous analyses on function classes like linear functions, we analyze how the simple (1+1) evolutionary algorithm optimizes pseudo-Boolean functions that are strictly monotone. Contrary to what one would expect, not all of these…
We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…
For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…