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Related papers: Bayesian Optimization of Combinatorial Structures

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Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

The aim of black-box optimization is to optimize an objective function within the constraints of a given evaluation budget. In this problem, it is generally assumed that the computational cost for evaluating a point is large; thus, it is…

Machine Learning · Statistics 2019-12-03 Masahiro Nomura , Kenshi Abe

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…

Machine Learning · Statistics 2021-06-11 Xingchen Wan , Vu Nguyen , Huong Ha , Binxin Ru , Cong Lu , Michael A. Osborne

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bayesian optimization is used in many areas of AI for the optimization of black-box processes and has achieved impressive improvements of the state of the art for a lot of applications. It intelligently explores large and complex design…

Materials Science · Physics 2021-08-03 Lars Kotthoff , Hud Wahab , Patrick Johnson

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

Machine Learning · Computer Science 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

Black-box optimization minimizes an objective function without derivatives or explicit forms. Such an optimization method with continuous variables has been successful in the fields of machine learning and material science. For discrete…

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

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…

Machine Learning · Computer Science 2025-02-12 Eduardo C. Garrido-Merchán

The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…

Machine Learning · Computer Science 2010-06-29 Shankar Vembu

Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…

Computational Complexity · Computer Science 2024-11-27 Nimrod Megiddo

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

We consider the problem of black-box function optimization over the boolean hypercube. Despite the vast literature on black-box function optimization over continuous domains, not much attention has been paid to learning models for…