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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…
We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…
Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…
Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…
Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…
We consider a framework for structured prediction based on search in the space of complete structured outputs. Given a structured input, an output is produced by running a time-bounded search procedure guided by a learned cost function, and…
The most data-efficient algorithms for reinforcement learning (RL) in robotics are based on uncertain dynamical models: after each episode, they first learn a dynamical model of the robot, then they use an optimization algorithm to find a…
When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…
We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…
Approaches based on Binary decision diagrams (BDDs) have recently achieved state-of-the-art results for multiobjective integer programming problems. The variable ordering used in constructing BDDs can have a significant impact on their size…
Black-box optimization is one of the vital tasks in machine learning, since it approximates real-world conditions, in that we do not always know all the properties of a given system, up to knowing almost nothing but the results. This paper…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
This paper proposes a novel learning to learn method, called learning to learn iterative search algorithm (LISA), for signal detection in a multi-input multi-output (MIMO) system. The idea is to regard the signal detection problem as a…
Black-box optimization is a powerful approach for discovering global optima in noisy and expensive black-box functions, a problem widely encountered in real-world scenarios. Recently, there has been a growing interest in leveraging domain…
Hashing has proven a valuable tool for large-scale information retrieval. Despite much success, existing hashing methods optimize over simple objectives such as the reconstruction error or graph Laplacian related loss functions, instead of…
Many computer vision problems are formulated as the optimization of a cost function. This approach faces two main challenges: (i) designing a cost function with a local optimum at an acceptable solution, and (ii) developing an efficient…
We consider quantile optimization of black-box functions that are estimated with noise. We propose two new iterative three-timescale local search algorithms. The first algorithm uses an appropriately modified finite-difference-based…
We are focusing on bound constrained global optimization problems, whose objective functions are computationally expensive black-box functions and have multiple local minima. The recently popular Metric Stochastic Response Surface (MSRS)…
Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…
We present a novel approach for constructing discrete optimization benchmarks that enables fine-grained control over problem properties, and such benchmarks can facilitate analyzing discrete algorithm behaviors. We build benchmark problems…