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Standard first-order stochastic optimization algorithms base their updates solely on the average mini-batch gradient, and it has been shown that tracking additional quantities such as the curvature can help de-sensitize common…

Machine Learning · Computer Science 2020-11-11 Ricky T. Q. Chen , Dami Choi , Lukas Balles , David Duvenaud , Philipp Hennig

Most learning algorithms require the practitioner to manually set the values of many hyperparameters before the learning process can begin. However, with modern algorithms, the evaluation of a given hyperparameter setting can take a…

Neural and Evolutionary Computing · Computer Science 2018-07-20 Tobias Hinz , Nicolás Navarro-Guerrero , Sven Magg , Stefan Wermter

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Yunian Pan , Quanyan Zhu

Fine-tuning Large Language Models (LLMs) has proven effective for a variety of downstream tasks. However, as LLMs grow in size, the memory demands for backpropagation become increasingly prohibitive. Zeroth-order (ZO) optimization methods…

Machine Learning · Computer Science 2025-07-25 Ziming Yu , Pan Zhou , Sike Wang , Jia Li , Mi Tian , Hua Huang

This paper introduces a high-performance hybrid algorithm, called Hybrid Hypervolume Maximization Algorithm (H2MA), for multi-objective optimization that alternates between exploring the decision space and exploiting the already obtained…

Neural and Evolutionary Computing · Computer Science 2015-06-18 Conrado Silva Miranda , Fernando José Von Zuben

Machine learning algorithms such as random forests or xgboost are gaining more importance and are increasingly incorporated into production processes in order to enable comprehensive digitization and, if possible, automation of processes.…

Machine Learning · Computer Science 2021-07-20 Eva Bartz , Martin Zaefferer , Olaf Mersmann , Thomas Bartz-Beielstein

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton

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…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

Proximal gradient method has been playing an important role to solve many machine learning tasks, especially for the nonsmooth problems. However, in some machine learning problems such as the bandit model and the black-box learning problem,…

Optimization and Control · Mathematics 2019-02-19 Feihu Huang , Bin Gu , Zhouyuan Huo , Songcan Chen , Heng Huang

The dual challenges of prohibitive communication overhead and the impracticality of gradient computation due to data privacy or black-box constraints in distributed systems motivate this work on communication-constrained gradient-free…

Optimization and Control · Mathematics 2025-09-19 Youqing Hua , Shuai Liu , Yiguang Hong , Wei Ren

Machine learning techniques applied to software engineering tasks can be improved by hyperparameter optimization, i.e., automatic tools that find good settings for a learner's control parameters. We show that such hyperparameter…

Software Engineering · Computer Science 2019-12-03 Amritanshu Agrawal , Wei Fu , Di Chen , Xipeng Shen , Tim Menzies

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang

Multi-fidelity (gray-box) hyperparameter optimization techniques (HPO) have recently emerged as a promising direction for tuning Deep Learning methods. However, existing methods suffer from a sub-optimal allocation of the HPO budget to the…

Machine Learning · Computer Science 2023-06-02 Martin Wistuba , Arlind Kadra , Josif Grabocka

Meta-learning has been proposed as a promising machine learning topic in recent years, with important applications to image classification, robotics, computer games, and control systems. In this paper, we study the problem of using…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Yunian Pan , Tao Li , Quanyan Zhu

Existing studies in black-box optimization for machine learning suffer from low generalizability, caused by a typically selective choice of problem instances used for training and testing different optimization algorithms. Among other…

We develop a new method HTBB for the multidimensional black-box approximation and gradient-free optimization, which is based on the low-rank hierarchical Tucker decomposition with the use of the MaxVol indices selection procedure. Numerical…

Machine Learning · Computer Science 2024-02-06 Gleb Ryzhakov , Andrei Chertkov , Artem Basharin , Ivan Oseledets

We present two novel hyperparameter optimization strategies for optimization of deep learning models with a modular architecture constructed of multiple subnetworks. As complex networks with multiple subnetworks become more frequently…

Machine Learning · Computer Science 2022-02-25 Alex H. Treacher , Albert Montillo

Zeroth-order (ZO) optimization has become a popular technique for solving machine learning (ML) problems when first-order (FO) information is difficult or impossible to obtain. However, the scalability of ZO optimization remains an open…

Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Yaodong He , Shiu Yin Yuen
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