Related papers: Convergence of Anisotropic Consensus-Based Optimiz…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
A consensus-based optimization (CBO) algorithm, which enables derivative and mesh-free optimization, is presented to localize a bioluminescent source. The light propagation is modeled by the radiative transfer equation approximated by…
We propose a consensus based optimization algorithm with average drift (in short Ad-CBO) and provide a theoretical framework for it. In the theoretical analysis, we show that particle solutions to Ad-CBO converge to a global minimizer. In…
In this work we survey some recent results on the global minimization of a non-convex and possibly non-smooth high dimensional objective function by means of particle based gradient-free methods. Such problems arise in many situations of…
Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…
This paper is concerned with the large particle limit for the consensus-based optimization (CBO), which was postulated in the pioneering works [6,28]. In order to solve this open problem, we adapt a compactness argument by first proving the…
We analyze the Consensus-Based Optimization (CBO) algorithm with a consensus point rescaled by a small fixed parameter $\kappa \in (0,1)$. Under minimal assumptions on the objective function and the initial data, we establish its…
We introduce Social Bayesian Optimization (SBO), a vote-efficient algorithm for consensus-building in collective decision-making. In contrast to single-agent scenarios, collective decision-making encompasses group dynamics that may distort…
Federated learning is an important framework in modern machine learning that seeks to integrate the training of learning models from multiple users, each user having their own local data set, in a way that is sensitive to data privacy and…
In this paper we propose polarized consensus-based dynamics in order to make consensus-based optimization (CBO) and sampling (CBS) applicable for objective functions with several global minima or distributions with many modes, respectively.…
In this work we study the mean-field description of Consensus-Based Optimization (CBO), a derivative-free particle optimization method. Such a description is provided by a non-local SDE of McKean-Vlasov type, whose fields lack of global…
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with a small parameter $\kappa \in (0,1)$. This uniform-in-time…
How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…
Multi-Source Bayesian Optimization (MSBO) serves as a variant of the traditional Bayesian Optimization (BO) framework applicable to situations involving optimization of an objective black-box function over multiple information sources such…
We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…
We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman…
Discovering optimal designs through sequential data collection is essential in many real-world applications. While Bayesian Optimization (BO) has achieved remarkable success in this setting, growing attention has recently turned to…
Sampling-based optimization (SBO), like cross-entropy method and evolutionary algorithms, has achieved many successes in solving non-convex problems without gradients, yet its convergence is poorly understood. In this paper, we establish a…
In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…