Related papers: ParDen: Surrogate Assisted Hyper-Parameter Optimis…
Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…
Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…
The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…
Expensive optimization problems (EOPs) are prevalent in real-world applications, where the evaluation of a single solution requires a significant amount of resources. In our study of surrogate-assisted evolutionary algorithms (SAEAs) in…
Zero-shot hyperparameter optimization (HPO) is a simple yet effective use of transfer learning for constructing a small list of hyperparameter (HP) configurations that complement each other. That is to say, for any given dataset, at least…
Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…
We propose a novel surrogate-assisted Evolutionary Algorithm for solving expensive combinatorial optimization problems. We integrate a surrogate model, which is used for fitness value estimation, into a state-of-the-art P3-like variant of…
Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…
Real-world optimisation problems typically have objective functions which cannot be expressed analytically. These optimisation problems are evaluated through expensive physical experiments or simulations. Cheap approximations of the…
Hyperparameter optimization (HPO) is crucial for strong performance of deep learning algorithms and real-world applications often impose some constraints, such as memory usage, or latency on top of the performance requirement. In this work,…
Multi-objective optimization is a widely studied problem in diverse fields, such as engineering and finance, that seeks to identify a set of non-dominated solutions that provide optimal trade-offs among competing objectives. However, the…
Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are…
A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…
Bayesian optimization (BO) has been widely used in machine learning and simulation optimization. With the increase in computational resources and storage capacities in these fields, high-dimensional and large-scale problems are becoming…
Hyperparameter tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of…
Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…
Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…
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:…
It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…
We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a…