Related papers: LineWalker: Line Search for Black Box Derivative-F…
Surrogates in lieu of expensive-to-evaluate performance functions can accelerate the reliability analysis greatly. This paper proposes a new two-stage framework for surrogate-aided reliability analysis named Surrogates for Importance…
In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…
In this paper, a novel derivative-free pattern search based algorithm for Black-box optimization is proposed over a simplex constrained parameter space. At each iteration, starting from the current solution, new possible set of solutions…
Optimizing the hyperparameters and architecture of a neural network is a long yet necessary phase in the development of any new application. This consuming process can benefit from the elaboration of strategies designed to quickly discard…
To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…
A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for…
Evolutionary illumination is a recent technique that allows producing many diverse, optimal solutions in a map of manually defined features. To support the large amount of objective function evaluations, surrogate model assistance was…
Although a large number of optimization algorithms have been proposed for black box optimization problems, the no free lunch theorems inform us that no algorithm can beat others on all types of problems. Different types of optimization…
Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…
Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find…
A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…
Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…
We develop an algorithm for minimizing a function using $n$ batched function value measurements at each of $T$ rounds by using classifiers to identify a function's sublevel set. We show that sufficiently accurate classifiers can achieve…
Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for…
Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of…
Variational inference is a powerful paradigm for approximate Bayesian inference with a number of appealing properties, including support for model learning and data subsampling. By contrast MCMC methods like Hamiltonian Monte Carlo do not…
Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…
In statistics, it is common to encounter multi-modal and non-smooth likelihood (or objective function) maximization problems, where the parameters have known upper and lower bounds. This paper proposes a novel derivative-free global…
Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that…