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Automatically searching for optimal hyperparameter configurations is of crucial importance for applying deep learning algorithms in practice. Recently, Bayesian optimization has been proposed for optimizing hyperparameters of various…
Approximate Bayesian inference based on Laplace approximation and quadrature methods have become increasingly popular for their efficiency at fitting latent Gaussian models (LGM), which encompass popular models such as Bayesian generalized…
The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…
Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces…
Network pruning is a widely used technique to reduce computation cost and model size for deep neural networks. However, the typical three-stage pipeline significantly increases the overall training time. In this paper, we develop a…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…
We learn sensor trees from training data to minimize sensor acquisition costs during test time. Our system adaptively selects sensors at each stage if necessary to make a confident classification. We pose the problem as empirical risk…
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…
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…
Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…
This paper presents a particle swarm optimization algorithm that leverages surrogate modeling to replace the conventional global best solution with the minimum of an n-dimensional quadratic form, providing a better-conditioned dynamic…
Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons…
Evolutionary algorithms provide gradient-free optimisation which is beneficial for models that have difficulty in obtaining gradients; for instance, geoscientific landscape evolution models. However, such models are at times computationally…
This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty. Traditional methods often fail to leverage contextual…
Neural Architecture Search (NAS) is quickly becoming the standard methodology to design neural network models. However, NAS is typically compute-intensive because multiple models need to be evaluated before choosing the best one. To reduce…
Network pruning is a widely used technique to reduce computation cost and model size for deep neural networks. However, the typical three-stage pipeline, i.e., training, pruning and retraining (fine-tuning) significantly increases the…
In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…
A surrogate function is often employed to reduce the number of objective function evaluations for optimization. However, the effect of using a surrogate model in evolutionary approaches has not been theoretically investigated. This paper…
Modern approaches for simulation-based inference rely upon deep learning surrogates to enable approximate inference with computer simulators. In practice, the estimated posteriors' computational faithfulness is, however, rarely guaranteed.…
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…