Related papers: A Batched Scalable Multi-Objective Bayesian Optimi…

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

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…

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

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…

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Expensive optimization problems (EOPs) are prevalent in real-world applications, where the evaluation of a single solution requires a significant amount of resources. In our study of surrogate-assisted evolutionary algorithms (SAEAs) in…

Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…