Related papers: Monotone Improvement of Information-Geometric Opti…
Surrogate-assistance approaches have long been used in computationally expensive domains to improve the data-efficiency of optimization algorithms. Neuroevolution, however, has so far resisted the application of these techniques because it…
Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…
Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…
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…
Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and optimize, due to lack of analytical tractability. Simulation…
AI-assisted molecular optimization is a very active research field as it is expected to provide the next-generation drugs and molecular materials. An important difficulty is that the properties to be optimized rely on costly evaluations.…
Evolutionary algorithms often struggle to find well converged (e.g small inverted generational distance on test problems) solutions to multi-objective optimization problems on a limited budget of function evaluations (here, a few hundred).…
Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…
We study a family of algorithms, which we refer to as local update methods, that generalize many federated learning and meta-learning algorithms. We prove that for quadratic objectives, local update methods perform stochastic gradient…
Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…
Evolutionary algorithms provide gradient-free optimisation which is beneficial for models that have difficulty in obtaining gradients; for instance, geoscientific landscape evolution models. However, such models are at times computationally…
We propose an optimization algorithm to improve the design and performance of quantum communication networks. When physical architectures become too complex for analytical methods, numerical simulation becomes essential to study quantum…
A key drawback of the current generation of artificial decision-makers is that they do not adapt well to changes in unexpected situations. This paper addresses the situation in which an AI for aerial dog fighting, with tunable parameters…
Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…
We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…
This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…
Many real-world problems have expensive-to-compute fitness functions and are multi-objective in nature. Surrogate-assisted evolutionary algorithms are often used to tackle such problems. Despite this, literature about analysing the fitness…
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…
Many applications in machine learning require optimizing a function whose true gradient is unknown, but where surrogate gradient information (directions that may be correlated with, but not necessarily identical to, the true gradient) is…
In meta-analytic modeling, the functional relationship between a primary and surrogate endpoint is estimated using summary data from a set of completed clinical trials. Parameters in the meta-analytic model are used to assess the quality of…