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The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization…

Machine Learning · Computer Science 2023-07-26 Xiaobin Li , Kai Wu , Xiaoyu Zhang , Handing Wang , Jing Liu

A number of popular transfer learning methods rely on grid search to select regularization hyperparameters that control over-fitting. This grid search requirement has several key disadvantages: the search is computationally expensive,…

Machine Learning · Computer Science 2025-01-28 Ethan Harvey , Mikhail Petrov , Michael C. Hughes

A wide spectrum of design and decision problems, including parameter tuning, A/B testing and drug design, intrinsically are instances of black-box optimization. Bayesian optimization (BO) is a powerful tool that models and optimizes such…

Machine Learning · Computer Science 2023-02-14 Tianyi Bai , Yang Li , Yu Shen , Xinyi Zhang , Wentao Zhang , Bin Cui

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Optimization problems aim to find the optimal solution, which is becoming increasingly complex and difficult to solve. Traditional evolutionary optimization methods always overlook the granular characteristics of solution space. In the real…

Machine Learning · Computer Science 2025-02-19 Shuyin Xia , Xinyu Lin , Guan Wang , De-Gang Chen , Sen Zhao , Guoyin Wang , Jing Liang

In this paper, we focus on the nonconvex-nonconvex bilevel optimization problem (BLO), where both upper-level and lower-level objectives are nonconvex, with the upper-level problem potentially being nonsmooth. We develop a two-timescale…

Optimization and Control · Mathematics 2026-04-24 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective function subject to the solution set of an inner stochastic…

Optimization and Control · Mathematics 2025-11-25 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

Evidential Deep Learning (EDL) has emerged as an efficient, sampling-free strategy for uncertainty estimation. A series of EDL variants have been proposed to address specific limitations of the original framework, achieving notable success.…

Machine Learning · Computer Science 2026-05-26 Yuanye Liu , Yibo Gao , Yuanyang Chen , Xiahai Zhuang

Offline black-box optimization (BBO) aims to find optimal designs based solely on an offline dataset of designs and their labels. Such scenarios frequently arise in domains like DNA sequence design and robotics, where only a few labeled…

Computational Engineering, Finance, and Science · Computer Science 2026-01-22 Ye Yuan , Can , Chen , Zipeng Sun , Dinghuai Zhang , Christopher Pal , Xue Liu

In classical machine learning, regression is treated as a black box process of identifying a suitable function from a hypothesis set without attempting to gain insight into the mechanism connecting inputs and outputs. In the natural…

Machine Learning · Computer Science 2016-10-11 Georg Martius , Christoph H. Lampert

Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. However, it remains a challenge for users to apply BBO methods to their problems at hand…

Machine Learning · Computer Science 2021-11-05 Yang Li , Yu Shen , Wentao Zhang , Yuanwei Chen , Huaijun Jiang , Mingchao Liu , Jiawei Jiang , Jinyang Gao , Wentao Wu , Zhi Yang , Ce Zhang , Bin Cui

Implicit neural representation, which expresses an image as a continuous function rather than a discrete grid form, is widely used for image processing. Despite its outperforming results, there are still remaining limitations on restoring…

Computer Vision and Pattern Recognition · Computer Science 2022-09-26 Wonjoon Chang , Dahee Kwon , Bumjin Park

Gradient-based Bi-Level Optimization (BLO) methods have been widely applied to handle modern learning tasks. However, most existing strategies are theoretically designed based on restrictive assumptions (e.g., convexity of the lower-level…

Machine Learning · Computer Science 2023-05-09 Risheng Liu , Xuan Liu , Shangzhi Zeng , Jin Zhang , Yixuan Zhang

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

In this paper, we focus on the nonconvex-strongly-convex bilevel optimization problem (BLO). In this BLO, the objective function of the upper-level problem is nonconvex and possibly nonsmooth, and the lower-level problem is smooth and…

Optimization and Control · Mathematics 2022-12-26 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

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.…

Optimization and Control · Mathematics 2021-07-22 Ahmed Abouhussein , Nusrat Islam , Yulia T. Peet

Automated algorithm performance prediction in numerical blackbox optimization often relies on problem characterizations, such as exploratory landscape analysis features. These features are typically used as inputs to machine learning models…

Artificial Intelligence · Computer Science 2025-06-23 Ana Kostovska , Carola Doerr , Sašo Džeroski , Panče Panov , Tome Eftimov

In recent years, Bi-Level Optimization (BLO) techniques have received extensive attentions from both learning and vision communities. A variety of BLO models in complex and practical tasks are of non-convex follower structure in nature…

Machine Learning · Computer Science 2021-10-29 Risheng Liu , Yaohua Liu , Shangzhi Zeng , Jin Zhang

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

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