Related papers: Optimizing Black-box Metrics with Adaptive Surroga…
Given a prediction task, understanding when one can and cannot design a consistent convex surrogate loss, particularly a low-dimensional one, is an important and active area of machine learning research. The prediction task may be given as…
Locality is a crucial property for efficiently optimising black-box problems with randomized search heuristics. However, in practical applications, it is not likely to always find such a genotype encoding of candidate solutions that this…
Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of…
In constraint learning, we use a neural network as a surrogate for part of the constraints or of the objective function of an optimization model. However, the tractability of the resulting model is heavily influenced by the size of the…
Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…
We outline a new approach for solving optimization problems which enforce triangle inequalities on output variables. We refer to this as metric-constrained optimization, and give several examples where problems of this form arise in machine…
Explainable AI is a crucial component for edge services, as it ensures reliable decision making based on complex AI models. Surrogate models are a prominent approach of XAI where human-interpretable models, such as a linear regression…
We propose a robust adversarial prediction framework for general multiclass classification. Our method seeks predictive distributions that robustly optimize non-convex and non-continuous multiclass loss metrics against the worst-case…
This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which surrogates replace expensive-to-compute state- and…
Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…
We investigate optimal order execution problems in discrete time with instantaneous price impact and stochastic resilience. First, in the setting of linear transient price impact we derive a closed-form recursion for the optimal strategy,…
Spatial prediction refers to the estimation of unobserved values from spatially distributed observations. Although recent advances have improved the capacity to model diverse observation types, adoption in practice remains limited in…
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…
We employ an evolutionary optimization framework that perturbs initial states to generate informative and diverse policy demonstrations. A joint surrogate fitness function guides the optimization by combining local diversity, behavioral…
We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization,…
Adversarially robust classification seeks a classifier that is insensitive to adversarial perturbations of test patterns. This problem is often formulated via a minimax objective, where the target loss is the worst-case value of the 0-1…
With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…