Related papers: TREGO: a Trust-Region Framework for Efficient Glob…
Electromagnetismlike Optimization (EMO) is a global optimization algorithm, particularly well suited to solve problems featuring nonlinear and multimodal cost functions. EMO employs searcher agents that emulate a population of charged…
Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…
In many real-world optimization problems, we have prior information about what objective function values are achievable. In this paper, we study the scenario that we have either exact knowledge of the minimum value or a, possibly inexact,…
Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…
Proximal policy optimization (PPO) approximates the trust region update using multiple epochs of clipped SGD. Each epoch may drift further from the natural gradient direction, creating path-dependent noise. To understand this drift, we can…
Designing search algorithms for finding global optima is one of the most active research fields, recently. These algorithms consist of two main categories, i.e., classic mathematical and metaheuristic algorithms. This article proposes a…
Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…
Trust Region Policy Optimization (TRPO) is a popular and empirically successful policy search algorithm in reinforcement learning (RL). It iteratively solved the surrogate problem which restricts consecutive policies to be close to each…
Group Relative Policy Optimization (GRPO) has emerged as an effective and lightweight framework for post-training visual generative models. However, its performance is fundamentally limited by the ambiguity of textual visual correspondence:…
Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…
We present a numerical method to efficiently solve optimization problems governed by large-scale nonlinear systems of equations, including discretized partial differential equations, using projection-based reduced-order models accelerated…
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…
High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…
In this paper, we consider black-box multiobjective optimization problems in which all objective functions are not given analytically. In multiobjective optimization, it is important to produce a set of uniformly distributed discrete…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…
Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…
Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…
Trust region methods, such as TRPO, are often used to stabilize policy optimization algorithms in reinforcement learning (RL). While current trust region strategies are effective for continuous control, they typically require a…
Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…