Related papers: Black-Box Optimization Revisited: Improving Algori…
Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…
Quantum computing has shown promise for solving complex optimization problems in databases, such as join ordering and index selection. Prior work often submits formulated problems directly to black-box quantum or quantum-inspired solvers…
In recent years, solving optimization problems involving black-box simulators has become a point of focus for the machine learning community due to their ubiquity in science and engineering. The simulators describe a forward process…
Parameter settings profoundly impact the performance of machine learning algorithms and laboratory experiments. The classical grid search or trial-error methods are exponentially expensive in large parameter spaces, and Bayesian…
Many optimization techniques evaluate solutions consecutively, where the next candidate for evaluation is determined by the results of previous evaluations. For example, these include iterative methods, "black box" optimization algorithms,…
NUBO, short for Newcastle University Bayesian Optimisation, is a Bayesian optimization framework for the optimization of expensive-to-evaluate black-box functions, such as physical experiments and computer simulators. Bayesian optimization…
This document briefly describes the Black-Box Multi-Objective Optimization Benchmarking (BMOBench) platform. It presents the test problems, evaluation procedure, and experimental setup. To this end, the BMOBench is demonstrated by comparing…
Theoretical and empirical research on evolutionary computation methods complement each other by providing two fundamentally different approaches towards a better understanding of black-box optimization heuristics. In discrete optimization,…
Optimization problems in process engineering, including design and operation, can often pose challenges to many solvers: multi-modal, non-smooth, and discontinuous models often with large computational requirements. In such cases, the…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…
Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…
The encoding of solutions in black-box optimization is a delicate, handcrafted balance between expressiveness and domain knowledge -- between exploring a wide variety of solutions, and ensuring that those solutions are useful. Our main…
Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…
Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…
Consensus-based optimization (CBO) is a versatile multi-particle optimization method for performing nonconvex and nonsmooth global optimizations in high dimensions. Proofs of global convergence in probability have been achieved for a broad…
We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function…
The goal of Multi-task Bayesian Optimization (MBO) is to minimize the number of queries required to accurately optimize a target black-box function, given access to offline evaluations of other auxiliary functions. When offline datasets are…
Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…
We address the problem of optimizing over functions defined on node subsets in a graph. The optimization of such functions is often a non-trivial task given their combinatorial, black-box and expensive-to-evaluate nature. Although various…
In this work we rigorously analyse assumptions inherent to black-box optimisation hyper-parameter tuning tasks. Our results on the Bayesmark benchmark indicate that heteroscedasticity and non-stationarity pose significant challenges for…