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The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

Hyperparameter optimization (HPO) is crucial for fine-tuning machine learning models but can be computationally expensive. To reduce costs, Multi-fidelity HPO (MF-HPO) leverages intermediate accuracy levels in the learning process and…

Machine Learning · Computer Science 2023-09-27 Romain Egele , Isabelle Guyon , Yixuan Sun , Prasanna Balaprakash

Multiobjective optimization problems (MOPs) are prevalent in machine learning, with applications in multi-task learning, learning under fairness or robustness constraints, etc. Instead of reducing multiple objective functions into a scalar…

Mathematical Software · Computer Science 2024-10-14 Xiaoyuan Zhang , Liang Zhao , Yingying Yu , Xi Lin , Yifan Chen , Han Zhao , Qingfu Zhang

We consider a class of a nested optimization problems involving inner and outer objectives. We observe that by taking into explicit account the optimization dynamics for the inner objective it is possible to derive a general framework that…

Machine Learning · Statistics 2019-08-22 Luca Franceschi , Michele Donini , Paolo Frasconi , Massimiliano Pontil

Classification is one of the most important tasks in Machine Learning (ML) and with recent advancements in artificial intelligence (AI) it is important to find efficient ways to implement it. Generally, the choice of classification…

Machine Learning · Computer Science 2023-12-27 Anuja Dixit , Shreya Byreddy , Guanqun Song , Ting Zhu

The explosion of digital data has created multiple opportunities for organizations and individuals to leverage machine learning (ML) to transform the way they operate. However, the shortage of experts in the field of machine learning --…

Machine Learning · Computer Science 2019-11-21 Doron Laadan , Roman Vainshtein , Yarden Curiel , Gilad Katz , Lior Rokach

Considerable research effort has been guided towards algorithmic fairness but real-world adoption of bias reduction techniques is still scarce. Existing methods are either metric- or model-specific, require access to sensitive attributes at…

Machine Learning · Computer Science 2022-07-13 André F. Cruz , Pedro Saleiro , Catarina Belém , Carlos Soares , Pedro Bizarro

In this paper, we introduce a novel approach for addressing the multi-objective optimization problem in large language model merging via black-box multi-objective optimization algorithms. The goal of model merging is to combine multiple…

Computation and Language · Computer Science 2024-11-26 Bingdong Li , Zixiang Di , Yanting Yang , Hong Qian , Peng Yang , Hao Hao , Ke Tang , Aimin Zhou

Multi-objective search (MOS) has emerged as a unifying framework for planning and decision-making problems where multiple, often conflicting, criteria must be balanced. While the problem has been studied for decades, recent years have seen…

Artificial Intelligence · Computer Science 2025-10-30 Oren Salzman , Carlos Hernández Ulloa , Ariel Felner , Sven Koenig

Automl is the key technology for machine learning problem. Current state of art hyperparameter optimization methods are based on traditional black-box optimization methods like SMBO (SMAC, TPE). The objective function of black-box…

Machine Learning · Computer Science 2019-07-19 Cheng Daning , Zhang Hanping , Xia Fen , Li Shigang , Zhang Yunquan

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Machine learning (ML) provides powerful tools for predictive modeling. ML's popularity stems from the promise of sample-level prediction with applications across a variety of fields from physics and marketing to healthcare. However, if not…

Machine learning (ML) has been increasingly used to aid aerodynamic shape optimization (ASO), thanks to the availability of aerodynamic data and continued developments in deep learning. We review the applications of ML in ASO to date and…

Machine Learning · Computer Science 2022-12-05 Jichao Li , Xiaosong Du , Joaquim R. R. A. Martins

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Hyperparameter optimization aims to find the optimal hyperparameter configuration of a machine learning model, which provides the best performance on a validation dataset. Manual search usually leads to get stuck in a local hyperparameter…

Machine Learning · Statistics 2018-11-01 Jungtaek Kim , Saehoon Kim , Seungjin Choi

Hyperparameter optimization is critical in modern machine learning, requiring expert knowledge, numerous trials, and high computational and human resources. Despite the advancements in Automated Machine Learning (AutoML), challenges in…

Machine Learning · Computer Science 2025-02-27 Siyi Liu , Chen Gao , Yong Li

Many machine learning (ML) models are integrated within the context of a larger system as part of a key component for decision making processes. Concretely, predictive models are often employed in estimating the parameters for the input…

Machine Learning · Computer Science 2022-04-04 Bing Zhang , Yuya Jeremy Ong , Taiga Nakamura

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

Machine learning (ML) is a subfield of artificial intelligence. The term applies broadly to a collection of computational algorithms and techniques that train systems from raw data rather than a priori models. ML techniques are now…

Machine learning has achieved remarkable success over the past couple of decades, often attributed to a combination of algorithmic innovations and the availability of high-quality data available at scale. However, a third critical component…