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Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine Learning · Statistics 2017-11-03 Luigi Acerbi , Wei Ji Ma

Solving optimization problems in which functions are blackboxes and variables involve different types poses significant theoretical and algorithmic challenges. Nevertheless, such settings frequently occur in simulation-based engineering…

Optimization and Control · Mathematics 2025-06-25 Charles Audet , Youssef Diouane , Edward Hallé-Hannan , Sébastien Le Digabel , Christophe Tribes

In this paper, we present an open-source pure-Python library called PyPop7 for black-box optimization (BBO). As population-based methods (e.g., evolutionary algorithms, swarm intelligence, and pattern search) become increasingly popular for…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Qiqi Duan , Guochen Zhou , Chang Shao , Zhuowei Wang , Mingyang Feng , Yuwei Huang , Yajing Tan , Yijun Yang , Qi Zhao , Yuhui Shi

Hyperparameter optimization and neural architecture search can become prohibitively expensive for regular black-box Bayesian optimization because the training and evaluation of a single model can easily take several hours. To overcome this,…

Deep neural networks are getting larger. Their implementation on edge and IoT devices becomes more challenging and moved the community to design lighter versions with similar performance. Standard automatic design tools such as…

Machine Learning · Statistics 2023-01-18 Dounia Lakhmiri , Mahdi Zolnouri , Vahid Partovi Nia , Christophe Tribes , Sébastien Le Digabel

Multiobjective blackbox optimization deals with problems where the objective and constraint functions are the outputs of a numerical simulation. In this context, no derivatives are available, nor can they be approximated by finite…

Optimization and Control · Mathematics 2025-04-07 Sébastien Le Digabel , Antoine Lesage-Landry , Ludovic Salomon , Christophe Tribes

When it comes to expensive black-box optimization problems, Bayesian Optimization (BO) is a well-known and powerful solution. Many real-world applications involve a large number of dimensions, hence scaling BO to high dimension is of much…

Machine Learning · Statistics 2024-12-18 Lam Ngo , Huong Ha , Jeffrey Chan , Hongyu Zhang

The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g.…

Instrumentation and Methods for Astrophysics · Physics 2023-07-07 Pablo M Sanchez-Alarcon , Yago Ascasibar Sequeiros

The Python package pyABC provides a framework for approximate Bayesian computation (ABC), a likelihood-free parameter inference method popular in many research areas. At its core, it implements a sequential Monte-Carlo (SMC) scheme, with…

Quantitative Methods · Quantitative Biology 2022-03-25 Yannik Schälte , Emmanuel Klinger , Emad Alamoudi , Jan Hasenauer

In derivative-free and blackbox optimization, the objective function is often evaluated through the execution of a computer program seen as a blackbox. It can be noisy, in the sense that its outputs are contaminated by random errors.…

Optimization and Control · Mathematics 2019-11-15 Stéphane Alarie , Charles Audet , Pierre-Yves Bouchet , Sébastien Le Digabel

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley

We introduce a new library named abess that implements a unified framework of best-subset selection for solving diverse machine learning problems, e.g., linear regression, classification, and principal component analysis. Particularly, the…

Machine Learning · Statistics 2024-04-02 Jin Zhu , Xueqin Wang , Liyuan Hu , Junhao Huang , Kangkang Jiang , Yanhang Zhang , Shiyun Lin , Junxian Zhu

PHYSBO (optimization tools for PHYSics based on Bayesian Optimization) is a Python library for fast and scalable Bayesian optimization. It has been developed mainly for application in the basic sciences such as physics and materials…

Computational Physics · Physics 2022-05-26 Yuichi Motoyama , Ryo Tamura , Kazuyoshi Yoshimi , Kei Terayama , Tsuyoshi Ueno , Koji Tsuda

Deep learning has had remarkable success in robotic perception, but its data-centric nature suffers when it comes to generalizing to ever-changing environments. By contrast, physics-based optimization generalizes better, but it does not…

This work introduces StoMADS, a stochastic variant of the mesh adaptive direct-search (MADS) algorithm originally developed for deterministic blackbox optimization. StoMADS considers the unconstrained optimization of an objective function f…

Optimization and Control · Mathematics 2019-11-05 Charles Audet , Kwassi Joseph Dzahini , Michael Kokkolaras , Sébastien Le Digabel

Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…

Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, experimental design, and database knob tuning. However, users still face challenges when applying BBO methods to their problems at hand…

Machine Learning · Computer Science 2024-05-17 Huaijun Jiang , Yu Shen , Yang Li , Beicheng Xu , Sixian Du , Wentao Zhang , Ce Zhang , Bin Cui

The dynamic mode decomposition (DMD) is a simple and powerful data-driven modeling technique that is capable of revealing coherent spatiotemporal patterns from data. The method's linear algebra-based formulation additionally allows for a…

Two families of directional direct search methods have emerged in derivative-free and blackbox optimization (DFO and BBO), each based on distinct principles: Mesh Adaptive Direct Search (MADS) and Sufficient Decrease Direct Search (SDDS).…

Optimization and Control · Mathematics 2025-08-01 Charles Audet , Théo Denorme , Youssef Diouane , Sébastien Le Digabel , Christophe Tribes

Computational materials science produces large quantities of data, both in terms of high-throughput calculations and individual studies. Extracting knowledge from this large and heterogeneous pool of data is challenging due to the wide…

Materials Science · Physics 2024-10-23 Martin Kuban , Santiago Rigamonti , Claudia Draxl
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