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Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…
One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based…
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…
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…
Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…
Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…
Optimization of very expensive black-box functions requires utilization of maximum information gathered by the process of optimization. Model Guided Sampling Optimization (MGSO) forms a more robust alternative to Jones'…
Many machine learning (ML) models are integrated within the context of a larger system as part of a key component for decision making processes. Concretely, predictive models are often employed in estimating the parameters for the input…
Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…
Offline model-based optimization (MBO) aims to maximize a black-box objective function using only an offline dataset of designs and scores. These tasks span various domains, such as robotics, material design, and protein and molecular…
Classifiers are often utilized in time-constrained settings where labels must be assigned to inputs quickly. To address these scenarios, budgeted multi-stage classifiers (MSC) process inputs through a sequence of partial feature acquisition…
Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…
Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…
Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…
Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…
Leveraging planning during learning and decision-making is central to the long-term development of intelligent agents. Recent works have successfully combined tree-based search methods and self-play learning mechanisms to this end. However,…
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…
Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem.…
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…
The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…