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Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…

Machine Learning · Statistics 2022-02-18 Yan Zuo , Amir Dezfouli , Iadine Chades , David Alexander , Benjamin Ward Muir

Global optimization of expensive, derivative-free black-box functions requires extreme sample efficiency. While Bayesian optimization (BO) is the current state-of-the-art, its performance hinges on surrogate and acquisition function…

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…

Machine Learning · Statistics 2021-06-11 Xingchen Wan , Vu Nguyen , Huong Ha , Binxin Ru , Cong Lu , Michael A. Osborne

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

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…

Machine Learning · Statistics 2021-01-26 Jungtaek Kim , Michael McCourt , Tackgeun You , Saehoon Kim , Seungjin Choi

Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons…

Optimization and Control · Mathematics 2022-02-04 Davide Previtali , Mirko Mazzoleni , Antonio Ferramosca , Fabio Previdi

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…

Machine Learning · Computer Science 2023-02-10 Jonas Nüßlein , Christoph Roch , Thomas Gabor , Jonas Stein , Claudia Linnhoff-Popien , Sebastian Feld

Macro placement is the problem of placing memory blocks on a chip canvas. It can be formulated as a combinatorial optimization problem over sequence pairs, a representation which describes the relative positions of macros. Solving this…

This paper describes a simple, but effective sampling method for optimizing and learning a discrete approximation (or surrogate) of a multi-dimensional function along a one-dimensional line segment of interest. The method does not rely on…

Optimization and Control · Mathematics 2023-07-21 Dimitri J. Papageorgiou , Jan Kronqvist , Krishnan Kumaran

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Machine Learning · Computer Science 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Single-objective black box optimization (also known as zeroth-order optimization) is the process of minimizing a scalar objective $f(x)$, given evaluations at adaptively chosen inputs $x$. In this paper, we consider multi-objective…

Machine Learning · Computer Science 2020-06-11 Daniel Golovin , Qiuyi Zhang

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

Machine Learning · Computer Science 2022-12-08 Samuel Kim , Peter Y. Lu , Charlotte Loh , Jamie Smith , Jasper Snoek , Marin Soljačić

Several scenarios require the optimization of non-convex black-box functions, that are noisy expensive to evaluate functions with unknown analytical expression, whose gradients are hence not accessible. For example, the hyper-parameter…

Machine Learning · Computer Science 2025-02-12 Eduardo C. Garrido-Merchán

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…

Machine Learning · Computer Science 2021-02-19 Louis C. Tiao , Aaron Klein , Matthias Seeger , Edwin V. Bonilla , Cedric Archambeau , Fabio Ramos

Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…

Machine Learning · Computer Science 2024-02-13 Yihang Shen , Carl Kingsford