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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

Benchmarking is essential for developing and evaluating black-box optimization algorithms, providing a structured means to analyze their search behavior. Its effectiveness relies on carefully selected problem sets used for evaluation. To…

Neural and Evolutionary Computing · Computer Science 2025-11-17 Iván Olarte Rodríguez , Maria Laura Santoni , Fabian Duddeck , Carola Doerr , Thomas Bäck , Elena Raponi

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation…

Machine Learning · Computer Science 2021-06-11 Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

We introduce a cooperative Bayesian optimization problem for optimizing black-box functions of two variables where two agents choose together at which points to query the function but have only control over one variable each. This setting…

Machine Learning · Computer Science 2024-03-08 Ali Khoshvishkaie , Petrus Mikkola , Pierre-Alexandre Murena , Samuel Kaski

The bbob-largescale test suite, containing 24 single-objective functions in continuous domain, extends the well-known single-objective noiseless bbob test suite, which has been used since 2009 in the BBOB workshop series, to large…

Optimization and Control · Mathematics 2019-03-29 Ouassim Elhara , Konstantinos Varelas , Duc Nguyen , Tea Tusar , Dimo Brockhoff , Nikolaus Hansen , Anne Auger

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

We introduce hybrid classical-quantum algorithms for problems involving a large classical data set X and a space of models Y such that a quantum computer has superposition access to Y but not X. These algorithms use data reduction…

Quantum Physics · Physics 2020-04-07 Aram W. Harrow

The R package lcmm provides a series of functions to estimate statistical models based on linear mixed model theory. It includes the estimation of mixed models and latent class mixed models for Gaussian longitudinal outcomes (hlme),…

Computation · Statistics 2017-08-24 Cécile Proust-Lima , Viviane Philipps , Benoit Liquet

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

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…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1)…

Machine Learning · Statistics 2019-08-08 Franklin Abodo , Andrew Berthaume , Stephen Zitzow-Childs , Leonardo Bobadilla

The search for new, application-specific quantum computers designed to outperform any classical computer is driven by the ending of Moore's law and the quantum advantages potentially obtainable. Photonic networks are promising examples,…

Quantum Physics · Physics 2018-04-13 B. Opanchuk , L. Rosales-Zárate , M. D. Reid , P. D. Drummond

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

Computer model calibration involves using partial and imperfect observations of the real world to learn which values of a model's input parameters lead to outputs that are consistent with real-world observations. When calibrating models…

Methodology · Statistics 2023-10-31 Wenzhe Xu , Daniel B. Williamson , Frederic Hourdin , Romain Roehrig

Computer simulations that demonstrate the valueof novel approaches are crucial to developing more flexibleand robust power systems operations with high penetrations ofrenewable energy at multiple geographic and temporal scales.However,…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Jose Daniel Lara , Jonathan T. Lee , Duncan Callaway , Bri-Mathias Hodge

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

Computational models pervade all branches of the exact sciences and have in recent times also started to prove to be of immense utility in some of the traditionally 'soft' sciences like ecology, sociology and politics. This volume is a…

Bayesian optimisation is a powerful method for optimising black-box functions, popular in settings where the true function is expensive to evaluate and no gradient information is available. Bayesian optimisation can improve responses to…

Machine Learning · Computer Science 2025-05-27 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard