Related papers: Surrogate-Based Black-Box Optimization Method for …
Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most…
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…
Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
Quantum algorithms are emerging tools in the design of functional materials due to their powerful solution space search capability. How to balance the high price of quantum computing resources and the growing computing needs has become an…
The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
In NeuroEvolution, the topologies of artificial neural networks are optimized with evolutionary algorithms to solve tasks in data regression, data classification, or reinforcement learning. One downside of NeuroEvolution is the large amount…
Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…
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:…
In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…
This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of…
Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are…
Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…
Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these…
The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…
Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…
Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…
Discovering configurations that are both high-utility and structurally diverse under expensive black-box evaluation and strict query budgets remains a central challenge in data-driven discovery. Many classical optimizers concentrate on…