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Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

Machine Learning · Computer Science 2024-03-14 Laurens Bliek , Arthur Guijt , Rickard Karlsson , Sicco Verwer , Mathijs de Weerdt

Black-box optimization (BBO) is used in materials design, drug discovery, and hyperparameter tuning in machine learning. The world is experiencing several of these problems. In this review, a factorization machine with quantum annealing or…

Statistical Mechanics · Physics 2026-04-30 Ryo Tamura , Yuya Seki , Yuki Minamoto , Koki Kitai , Yoshiki Matsuda , Shu Tanaka , Koji Tsuda

Handcrafted optimizers become prohibitively inefficient for complex black-box optimization (BBO) tasks. MetaBBO addresses this challenge by meta-learning to automatically configure optimizers for low-level BBO tasks, thereby eliminating…

Neural and Evolutionary Computing · Computer Science 2026-02-10 Chao Wang , Licheng Jiao , Lingling Li , Jiaxuan Zhao , Guanchun Wang , Fang Liu , Shuyuan Yang

Model-based optimization, in concert with conventional black-box methods, can quickly solve large-scale combinatorial problems. Recently, quantum-inspired modeling schemes based on tensor networks have been developed which have the…

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

Machine Learning · Statistics 2018-08-06 Zi Wang , Clement Gehring , Pushmeet Kohli , Stefanie Jegelka

Black-box optimization (BBO) algorithms are concerned with finding the best solutions for problems with missing analytical details. Most classical methods for such problems are based on strong and fixed a priori assumptions, such as…

Machine Learning · Computer Science 2023-02-01 Minfang Lu , Shuai Ning , Shuangrong Liu , Fengyang Sun , Bo Zhang , Bo Yang , Lin Wang

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

Normalization of objectives plays a crucial role in evolutionary multi-objective optimization (EMO) to handle objective functions with different scales, which can be found in real-world problems. Although the effect of normalization methods…

Neural and Evolutionary Computing · Computer Science 2023-07-14 Ryoji Tanabe

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

Optimization of very expensive black-box functions requires utilization of maximum information gathered by the process of optimization. Model Guided Sampling Optimization (MGSO) forms a more robust alternative to Jones'…

Neural and Evolutionary Computing · Computer Science 2015-09-01 Lukas Bajer , Martin Holena

We address the problem of optimizing over functions defined on node subsets in a graph. The optimization of such functions is often a non-trivial task given their combinatorial, black-box and expensive-to-evaluate nature. Although various…

Machine Learning · Computer Science 2025-01-07 Huidong Liang , Xingchen Wan , Xiaowen Dong

We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown.…

Machine Learning · Statistics 2026-05-05 Jean-Bastien Grill , Michal Valko , Rémi Munos

We address the problem of optimising the average payoff for a large number of cooperating agents, where the payoff function is unknown and treated as a black box. While standard Bayesian Optimisation (BO) methods struggle with the…

Machine Learning · Computer Science 2025-02-19 Petar Steinberg , Juliusz Ziomek , Matej Jusup , Ilija Bogunovic

We consider the problem of multi-objective (MO) blackbox optimization using expensive function evaluations, where the goal is to approximate the true Pareto set of solutions while minimizing the number of function evaluations. For example,…

Machine Learning · Computer Science 2022-04-13 Syrine Belakaria , Aryan Deshwal , Nitthilan Kannappan Jayakodi , Janardhan Rao Doppa

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

Black-box optimization (BBO) has become increasingly relevant for tackling complex decision-making problems, especially in public policy domains such as police redistricting. However, its broader application in public policymaking is…

Machine Learning · Statistics 2025-01-23 Wenqian Xing , JungHo Lee , Chong Liu , Shixiang Zhu

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Optimizing expensive to evaluate black-box functions over an input space consisting of all permutations of d objects is an important problem with many real-world applications. For example, placement of functional blocks in hardware design…

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

Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed…

Machine Learning · Computer Science 2019-06-05 Weijia Shao , Christian Geißler , Fikret Sivrikaya