Related papers: No-Regret Constrained Bayesian Optimization of Noi…
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…
We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…
Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multi-armed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low RKHS…
Kernelized bandits, also known as Bayesian optimization (BO), has been a prevalent method for optimizing complicated black-box reward functions. Various BO algorithms have been theoretically shown to enjoy upper bounds on their cumulative…
Bayesian Optimization (BO) is widely used for optimising black-box functions but requires us to specify the length scale hyperparameter, which defines the smoothness of the functions the optimizer will consider. Most current BO algorithms…
Bayesian optimization methods have been successfully applied to black box optimization problems that are expensive to evaluate. In this paper, we adapt the so-called super effcient global optimization algorithm to solve more accurately…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…
In discrete-variable black-box optimization, the number of candidate solutions grows combinatorially, while each evaluation is often expensive. Therefore, it is important to identify promising solutions efficiently within a limited number…
Sequential optimization of black-box functions from noisy evaluations has been widely studied, with Gaussian Process bandit algorithms such as GP-UCB guaranteeing no-regret in stationary settings. However, for time-varying objectives, it is…
Quadratic Unconstrained Binary Optimization (QUBO) is a broad class of optimization problems with many practical applications. To solve its hard instances in an exact way, known classical algorithms require exponential time and several…
The Quantum Approximate Optimization Algorithm (QAOA) is expected to offer advantages over classical approaches when solving combinatorial optimization problems in the Noisy Intermediate-Scale Quantum (NISQ) era. In its standard…
Hierarchical quantum classifiers, such as quantum convolutional neural networks (QCNNs), represent recent progress toward designing effective and feasible architectures for quantum classification. However, their performance on near-term…
Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
Quadratic Unconstrained Binary Optimization (QUBO or UBQP) is concerned with maximizing/minimizing the quadratic form $H(J, \eta) = W \sum_{i,j} J_{i,j} \eta_{i} \eta_{j}$ with $J$ a matrix of coefficients, $\eta \in \{0, 1\}^N$ and $W$ a…
We aim to optimize a black-box function $f:\mathcal{X} \mapsto \mathbb{R}$ under the assumption that $f$ is H\"older smooth and has bounded norm in the RKHS associated with a given kernel $K$. This problem is known to have an agnostic…
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…
The quantum approximate optimization algorithm (QAOA) is designed to determine optimum and near optimum solutions of quadratic (and higher order) unconstrained binary optimization (QUBO or HUBO) problems, which in turn accurately model…
Bayesian Optimization (BO) is a widely-used method for optimizing expensive-to-evaluate black-box functions. Traditional BO assumes that the learner has full control over all query variables without additional constraints. However, in many…
In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the…