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Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Black box discrete optimization (BBDO) appears in wide range of engineering tasks. Evolutionary or other BBDO approaches have been applied, aiming at automating necessary tuning of system parameters, such as hyper parameter tuning of…

Machine Learning · Computer Science 2018-09-19 Kouhei Nishida , Hernan Aguirre , Shota Saito , Shinichi Shirakawa , Youhei Akimoto

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

To avoid myopic behavior, multi-step lookahead Bayesian optimization (BO) algorithms consider the sequential nature of BO and have demonstrated promising results in recent years. However, owing to the curse of dimensionality, most of these…

Machine Learning · Computer Science 2026-04-24 Mujin Cheon , Jay H. Lee , Dong-Yeun Koh , Calvin Tsay

Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…

Machine Learning · Computer Science 2025-11-26 Pavankumar Koratikere , Leifur Leifsson

This paper presents AGGLIO (Accelerated Graduated Generalized LInear-model Optimization), a stage-wise, graduated optimization technique that offers global convergence guarantees for non-convex optimization problems whose objectives offer…

Optimization and Control · Mathematics 2021-11-09 Debojyoti Dey , Bhaskar Mukhoty , Purushottam Kar

The pursuit of universal black-box optimization (BBO) algorithms is a longstanding goal. However, unlike domains such as language or vision, where scaling structured data has driven generalization, progress in offline BBO remains hindered…

Machine Learning · Computer Science 2025-06-10 Rong-Xi Tan , Ming Chen , Ke Xue , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Yaodong He , Shiu Yin Yuen

Bilevel optimization (BLO) problem, where two optimization problems (referred to as upper- and lower-level problems) are coupled hierarchically, has wide applications in areas such as machine learning and operations research. Recently, many…

Optimization and Control · Mathematics 2025-05-19 Xiaotian Jiang , Ioannis Tsaknakis , Prashant Khanduri , Mingyi Hong

Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…

Machine Learning · Statistics 2025-01-23 Wenqian Xing , JungHo Lee , Chong Liu , Shixiang Zhu

Bayesian optimization (BO) is a popular approach for optimizing expensive-to-evaluate black-box objective functions. An important challenge in BO is its application to high-dimensional search spaces due in large part to the curse of…

Machine Learning · Computer Science 2025-05-27 Wei-Ting Tang , Joel A. Paulson

Generative Adversarial Networks (GANs) have become one of the dominant methods for deep generative modeling. Despite their demonstrated success on multiple vision tasks, GANs are difficult to train and much research has been dedicated…

Neural and Evolutionary Computing · Computer Science 2018-09-05 Abdullah Al-Dujaili , Tom Schmiedlechner , and Erik Hemberg , Una-May O'Reilly

This research reports on the recent development of a black-box optimization method based on single-step deep reinforcement learning (DRL), and on its conceptual proximity to evolution strategy (ES) techniques. In the fashion of policy…

Optimization and Control · Mathematics 2021-11-29 Jonathan Viquerat , Régis Duvigneau , Philippe Meliga , Alexander Kuhnle , Elie Hachem

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Many scientific and technological problems are related to optimization. Among them, black-box optimization in high-dimensional space is particularly challenging. Recent neural network-based black-box optimization studies have shown…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Changhwi Park

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Machine Learning · Computer Science 2023-12-22 Yilang Zhang , Bingcong Li , Shijian Gao , Georgios B. Giannakis