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We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…
In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…
Estimating the long-term effects of treatments is of interest in many fields. A common challenge in estimating such treatment effects is that long-term outcomes are unobserved in the time frame needed to make policy decisions. One approach…
Offline model-based optimization (MBO) aims to identify a design that maximizes a black-box function using only a fixed, pre-collected dataset of designs and their corresponding scores. A common approach in offline MBO is to train a…
Decision makers often want to target interventions so as to maximize an outcome that is observed only in the long-term. This typically requires delaying decisions until the outcome is observed or relying on simple short-term proxies for the…
This study aims to provide a comprehensive assessment of single-objective and multi-objective optimisation algorithms for the design of an elbow-type draft tube, as well as to introduce a computationally efficient optimisation workflow. The…
Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…
Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…
Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…
Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…
Model merging techniques aim to integrate the abilities of multiple models into a single model. Most model merging techniques have hyperparameters, and their setting affects the performance of the merged model. Because several existing…
Offline optimization is an important task in numerous material engineering domains where online experimentation to collect data is too expensive and needs to be replaced by an in silico maximization of a surrogate of the black-box function.…
Gradient-free optimization methods, such as surrogate based optimization (SBO) methods, and genetic (GAs), or evolutionary (EAs) algorithms have gained popularity in the field of constrained optimization of expensive black-box functions.…
We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…
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…
The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…
Global optimization of large-scale, complex systems such as multi-physics black-box simulations and real-world industrial systems is important but challenging. This work presents a novel Surrogate-Based Optimization framework based on…
It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…
High-Performance Computing (HPC) schedulers must balance user performance with facility-wide resource constraints. The task boils down to selecting the optimal number of nodes for a given job. We present a surrogate-assisted multi-objective…
Stochastic, iterative search methods such as Evolutionary Algorithms (EAs) are proven to be efficient optimizers. However, they require evaluation of the candidate solutions which may be prohibitively expensive in many real world…