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Hyperparameter optimization (HPO) is a critical component of machine learning pipelines, significantly affecting model robustness, stability, and generalization. However, HPO is often a time-consuming and computationally intensive task.…

Machine Learning · Computer Science 2025-03-10 Ruinan Wang , Ian Nabney , Mohammad Golbabaee

Designing molecules that must satisfy multiple, often conflicting objectives is a central challenge in molecular discovery. The enormous size of chemical space and the cost of high-fidelity simulations have driven the development of machine…

Machine Learning · Statistics 2025-12-22 Madhav R. Muthyala , Farshud Sorourifar , Tianhong Tan , You Peng , Joel A. Paulson

For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimization seeks to find optimal (hyper-) parameters for these…

Machine Learning · Computer Science 2023-09-06 Janina Schreiber , Damar Wicaksono , Michael Hecht

Overparameterization and overfitting are common concerns when designing and training deep neural networks, that are often counteracted by pruning and regularization strategies. However, these strategies remain secondary to most learning…

Machine Learning · Computer Science 2020-09-01 Malena Reiners , Kathrin Klamroth , Michael Stiglmayr

Solving multi-objective optimization problems for large deep neural networks is a challenging task due to the complexity of the loss landscape and the expensive computational cost of training and evaluating models. Efficient Pareto front…

Machine Learning · Computer Science 2024-06-17 Anke Tang , Li Shen , Yong Luo , Shiwei Liu , Han Hu , Bo Du

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

Multi-modal multi-objective optimization aims to find all Pareto optimal solutions including overlapping solutions in the objective space. Multi-modal multi-objective optimization has been investigated in the evolutionary computation…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ryoji Tanabe , Hisao Ishibuchi

A common goal in evolutionary multi-objective optimization is to find suitable finite-size approximations of the Pareto front of a given multi-objective optimization problem. While many multi-objective evolutionary algorithms have proven to…

Neural and Evolutionary Computing · Computer Science 2024-09-26 Hao Wang , Angel E. Rodriguez-Fernandez , Lourdes Uribe , André Deutz , Oziel Cortés-Piña , Oliver Schütze

We consider the problem of multi-objective optimization (MOO) of expensive black-box functions with the goal of discovering high-quality and diverse Pareto fronts where we are allowed to evaluate a batch of inputs. This problem arises in…

Machine Learning · Computer Science 2024-06-14 Alaleh Ahmadianshalchi , Syrine Belakaria , Janardhan Rao Doppa

Hyperparameter optimization (HPO) is increasingly used to automatically tune the predictive performance (e.g., accuracy) of machine learning models. However, in a plethora of real-world applications, accuracy is only one of the multiple --…

Machine Learning · Statistics 2021-06-25 Robin Schmucker , Michele Donini , Muhammad Bilal Zafar , David Salinas , Cédric Archambeau

The optimization of high-dimensional black-box functions is a challenging problem. When a low-dimensional linear embedding structure can be assumed, existing Bayesian optimization (BO) methods often transform the original problem into…

Machine Learning · Statistics 2022-11-03 Shuhei A. Horiguchi , Tomoharu Iwata , Taku Tsuzuki , Yosuke Ozawa

The goal of Bayesian deep learning is to provide uncertainty quantification via the posterior distribution. However, exact inference over the weight space is computationally intractable due to the ultra-high dimensions of the neural…

Machine Learning · Computer Science 2022-10-25 Xiongwen Ke , Yanan Fan

We introduce an efficient and robust auto-tuning framework for hyperparameter selection in dimension reduction (DR) algorithms, focusing on large-scale datasets and arbitrary performance metrics. By leveraging Bayesian optimization (BO)…

Machine Learning · Statistics 2023-06-02 Yin-Ting Liao , Hengrui Luo , Anna Ma

We consider the problem of optimizing hybrid structures (mixture of discrete and continuous input variables) via expensive black-box function evaluations. This problem arises in many real-world applications. For example, in materials design…

Machine Learning · Computer Science 2021-12-03 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…

Machine Learning · Computer Science 2024-09-17 Kevin Li , Fulu Li

Classical evolutionary approaches for multiobjective optimization are quite accurate but incur a lot of queries to the objectives; this can be prohibitive when objectives are expensive oracles. A sample-efficient approach to solving…

Optimization and Control · Mathematics 2025-02-18 Ashwin Renganathan , Kade E. Carlson

Most multi-objective optimisation algorithms maintain an archive explicitly or implicitly during their search. Such an archive can be solely used to store high-quality solutions presented to the decision maker, but in many cases may…

Neural and Evolutionary Computing · Computer Science 2023-09-15 Miqing Li , Manuel López-Ibáñez , Xin Yao

Finding a good classifier is a multiobjective optimization problem with different error rates and the costs to be minimized. The receiver operating characteristic is widely used in the machine learning community to analyze the performance…

Neural and Evolutionary Computing · Computer Science 2014-12-19 Jiaqi Zhao , Vitor Basto Fernandes , Licheng Jiao , Iryna Yevseyeva , Asep Maulana , Rui Li , Thomas Bäck , Michael T. M. Emmerich

DRL agents circumvent the issue of classic models in the sense that they do not make assumptions like the financial returns being normally distributed and are able to deal with any information like the ESG score if they are configured to…

Portfolio Management · Quantitative Finance 2025-12-23 M. Coronado-Vaca

Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…

Machine Learning · Computer Science 2025-08-07 Weiyu Chen , Baijiong Lin , Xiaoyuan Zhang , Xi Lin , Han Zhao , Qingfu Zhang , James T. Kwok