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Bayesian optimization is an effective method for optimizing expensive-to-evaluate black-box functions. High-dimensional problems are particularly challenging as the surrogate model of the objective suffers from the curse of dimensionality,…

Machine Learning · Computer Science 2023-10-06 Erik Orm Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

High\-cardinality categorical variables pose significant challenges in machine learning, particularly in terms of computational efficiency and model interpretability. Traditional one\-hot encoding often results in high\-dimensional sparse…

Machine Learning · Computer Science 2025-01-13 Zixuan Liang

Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…

Machine Learning · Statistics 2021-10-19 Tristan Fauvel , Matthew Chalk

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

Computer models are widely used to study complex real world physical systems. However, there are major limitations to their direct use including: their complex structure; large numbers of inputs and outputs; and long evaluation times.…

Methodology · Statistics 2025-05-05 Jonathan Owen , Ian Vernon

Bayesian optimization has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as…

Artificial Intelligence · Computer Science 2019-02-06 Ruben Martinez-Cantin

Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…

Machine Learning · Computer Science 2026-01-07 Minsu Kim , Jiayao Gu , Ye Yuan , Taeyoung Yun , Zixuan Liu , Yoshua Bengio , Can Chen

The optimization of expensive-to-evaluate black-box functions over combinatorial structures is an ubiquitous task in machine learning, engineering and the natural sciences. The combinatorial explosion of the search space and costly…

Machine Learning · Statistics 2018-10-11 Ricardo Baptista , Matthias Poloczek

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Black-box optimization problems often require simultaneously optimizing different types of variables, such as continuous, integer, and categorical variables. Unlike integer variables, categorical variables do not necessarily have a…

Neural and Evolutionary Computing · Computer Science 2025-05-22 Ryoki Hamano , Shota Saito , Masahiro Nomura , Kento Uchida , Shinichi Shirakawa

A mathematical framework for modelling constrained mixed-variable optimization problems is presented in a blackbox optimization context. The framework introduces a new notation and allows solution strategies. The notation framework allows…

Optimization and Control · Mathematics 2022-04-05 Charles Audet , Edward Hallé-Hannan , Sébastien Le Digabel

Bayesian optimization (BO) is widely used to optimize expensive-to-evaluate black-box functions.BO first builds a surrogate model to represent the objective function and assesses its uncertainty. It then decides where to sample by…

Machine Learning · Computer Science 2024-01-25 Jiayu Zhao , Renyu Yang , Shenghao Qiu , Zheng Wang

Obtaining an explanation for an SQL query result can enrich the analysis experience, reveal data errors, and provide deeper insight into the data. Inference query explanation seeks to explain unexpected aggregate query results on inference…

Databases · Computer Science 2021-06-22 Brandon Lockhart , Jinglin Peng , Weiyuan Wu , Jiannan Wang , Eugene Wu

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

Machine Learning · Computer Science 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

Interpretable surrogates of black-box predictors trained on high-dimensional tabular datasets can struggle to generate comprehensible explanations in the presence of correlated variables. We propose a model-agnostic interpretable surrogate…

Machine Learning · Statistics 2019-06-05 Xavier Renard , Nicolas Woloszko , Jonathan Aigrain , Marcin Detyniecki

In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…

Machine Learning · Statistics 2018-11-30 Chunlin Gong , Xu Li , Hua Su , Jinlei Guo , Liangxian Gu

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Black-box zero-th order optimization is a central primitive for applications in fields as diverse as finance, physics, and engineering. In a common formulation of this problem, a designer sequentially attempts candidate solutions, receiving…

Machine Learning · Computer Science 2024-07-08 Yunchuan Zhang , Sangwoo Park , Osvaldo Simeone