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Bayesian optimization (BO) provides a powerful framework for optimizing black-box, expensive-to-evaluate functions. It is therefore an attractive tool for engineering design problems, typically involving multiple objectives. Thanks to the…

Machine Learning · Computer Science 2024-09-06 Navid Ansari , Alireza Javanmardi , Eyke Hüllermeier , Hans-Peter Seidel , Vahid Babaei

Student-$t$ processes have recently been proposed as an appealing alternative non-parameteric function prior. They feature enhanced flexibility and predictive variance. In this work the use of Student-$t$ processes are explored for…

Machine Learning · Statistics 2016-12-02 Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

Deep learning has shown successful application in visual recognition and certain artificial intelligence tasks. Deep learning is also considered as a powerful tool with high flexibility to approximate functions. In the present work,…

Machine Learning · Computer Science 2021-12-23 Ayan Chakraborty , Thomas Wick , Xiaoying Zhuang , Timon Rabczuk

The design of machine learning systems often requires trading off different objectives, for example, prediction error and energy consumption for deep neural networks (DNNs). Typically, no single design performs well in all objectives;…

Machine Learning · Computer Science 2022-08-23 Md Shahriar Iqbal , Jianhai Su , Lars Kotthoff , Pooyan Jamshidi

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

Hyperparameter optimization (HPO) is important to leverage the full potential of machine learning (ML). In practice, users are often interested in multi-objective (MO) problems, i.e., optimizing potentially conflicting objectives, like…

Machine Learning · Computer Science 2024-01-12 Joseph Giovanelli , Alexander Tornede , Tanja Tornede , Marius Lindauer

Evolutionary diversity optimization aims to compute a diverse set of solutions where all solutions meet a given quality criterion. With this paper, we bridge the areas of evolutionary diversity optimization and evolutionary multi-objective…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Aneta Neumann , Wanru Gao , Markus Wagner , Frank Neumann

We consider the problem of constrained multi-objective blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions satisfying a set of constraints while minimizing the number…

Machine Learning · Computer Science 2020-11-24 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Hyperparameter optimization plays a pivotal role in enhancing the predictive performance and generalization capabilities of ML models. However, in many applications, we do not only care about predictive performance but also about additional…

Machine Learning · Computer Science 2025-01-03 Daphne Theodorakopoulos , Frederic Stahl , Marius Lindauer

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

Optimization and Control · Mathematics 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the canonical example is training a neural network with a large…

Machine Learning · Computer Science 2018-01-23 Elad Hazan , Adam Klivans , Yang Yuan

A multi-modal multi-objective optimization problem is a special kind of multi-objective optimization problem with multiple Pareto subsets. In this paper, we propose an efficient multi-modal multi-objective optimization algorithm based on…

Neural and Evolutionary Computing · Computer Science 2020-04-22 Yiming Peng , Hisao Ishibuchi

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Scaling Bayesian optimisation (BO) to high-dimensional search spaces is a active and open research problems particularly when no assumptions are made on function structure. The main reason is that at each iteration, BO requires to find…

Machine Learning · Statistics 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

In recent years, deep learning techniques have shown great success in various tasks related to inverse problems, where a target quantity of interest can only be observed through indirect measurements by a forward operator. Common approaches…

Numerical Analysis · Mathematics 2024-03-18 Matthias Beckmann , Nick Heilenkötter

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo
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