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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…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

We propose a new approach to learned optimization where we represent the computation of an optimizer's update step using a neural network. The parameters of the optimizer are then learned by training on a set of optimization tasks with the…

Computer Vision and Pattern Recognition · Computer Science 2023-06-29 Erik Gärtner , Luke Metz , Mykhaylo Andriluka , C. Daniel Freeman , Cristian Sminchisescu

It is essential that all algorithms are exhaustively, somewhat, and intelligently evaluated. Nonetheless, evaluating the effectiveness of optimization algorithms equitably and fairly is not an easy process for various reasons. Choosing and…

Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…

Machine Learning · Computer Science 2025-05-29 Ruth Wan Theng Chew , Quoc Phong Nguyen , Bryan Kian Hsiang Low

In this paper, a new meta-heuristic algorithm, called beetle swarm optimization algorithm, is proposed by enhancing the performance of swarm optimization through beetle foraging principles. The performance of 23 benchmark functions is…

Neural and Evolutionary Computing · Computer Science 2020-07-09 Tiantian Wang , Long Yang

Information-theoretic Bayesian optimisation techniques have demonstrated state-of-the-art performance in tackling important global optimisation problems. However, current information-theoretic approaches require many approximations in…

Machine Learning · Statistics 2018-06-07 Binxin Ru , Mark McLeod , Diego Granziol , Michael A. Osborne

We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space $X$ into a continuous-time black-box optimization method on $X$, the \emph{information-geometric optimization} (IGO)…

Optimization and Control · Mathematics 2017-05-01 Yann Ollivier , Ludovic Arnold , Anne Auger , Nikolaus Hansen

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

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…

Machine Learning · Computer Science 2025-07-29 Rajalaxmi Rajagopalan , Yu-Lin Wei , Romit Roy Choudhury

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Machine Learning · Computer Science 2024-10-17 Feiyang Ye , Yueming Lyu , Xuehao Wang , Masashi Sugiyama , Yu Zhang , Ivor Tsang

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…

Optimization and Control · Mathematics 2024-03-13 Janina Schreiber , Pau Batlle , Damar Wicaksono , Michael Hecht

In this paper, a novel swarm intelligent algorithm is proposed, known as the fitness dependent optimizer (FDO). The bee swarming reproductive process and their collective decision-making have inspired this algorithm; it has no algorithmic…

Neural and Evolutionary Computing · Computer Science 2019-04-11 Jaza M. Abdullah , Tarik A. Rashid

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Bayesian optimization has emerged as a prominent methodology for optimizing expensive black-box functions by leveraging Gaussian process surrogates, which focus on capturing the global characteristics of the objective function. However, in…

Machine Learning · Computer Science 2026-03-03 Qiyu Wei , Haowei Wang , Richard Allmendinger , Mauricio A. Álvarez

One of the most challenging problems in evolutionary computation is to select from its family of diverse solvers one that performs well on a given problem. This algorithm selection problem is complicated by the fact that different phases of…

Neural and Evolutionary Computing · Computer Science 2020-06-12 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Consideration of the primal and dual problems together leads to important new insights into the characteristics of boosting algorithms. In this work, we propose a general framework that can be used to design new boosting algorithms. A wide…

Artificial Intelligence · Computer Science 2011-12-13 Chunhua Shen , Hanxi Li , Nick Barnes

This paper proposes an advanced hybrid optimization (GMPA) algorithm to effectively address the inherent limitations of the Grey Wolf Optimizer (GWO) when applied to complex optimization scenarios. Specifically, GMPA integrates essential…

Neural and Evolutionary Computing · Computer Science 2025-05-20 Amin Abdollahi Dehkordi , Mehdi Neshat

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong