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Bayesian Optimization (BO) is typically used to optimize an unknown function $f$ that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically…

Machine Learning · Computer Science 2024-02-09 Anthony Bardou , Patrick Thiran , Thomas Begin

We introduce a novel framework for decentralized projection-free optimization, extending projection-free methods to a broader class of upper-linearizable functions. Our approach leverages decentralized optimization techniques with the…

Optimization and Control · Mathematics 2026-02-25 Yiyang Lu , Mohammad Pedramfar , Vaneet Aggarwal

This paper proposes and studies a detection technique for adversarial scenarios (dubbed deterministic detection). This technique provides an alternative detection methodology in case the usual stochastic methods are not applicable: this can…

Machine Learning · Computer Science 2017-11-08 Kristiaan Pelckmans

Many computer vision problems are formulated as the optimization of a cost function. This approach faces two main challenges: (i) designing a cost function with a local optimum at an acceptable solution, and (ii) developing an efficient…

Computer Vision and Pattern Recognition · Computer Science 2019-04-15 Jayakorn Vongkulbhisal , Fernando De la Torre , João P. Costeira

Reinforcement learning from human feedback (RLHF) plays a crucial role in aligning language models with human preferences. While the significance of dataset quality is generally recognized, explicit investigations into its impact within the…

Machine Learning · Computer Science 2024-12-04 Tetsuro Morimura , Mitsuki Sakamoto , Yuu Jinnai , Kenshi Abe , Kaito Ariu

This work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and…

Optimization and Control · Mathematics 2024-09-26 Kwassi Joseph Dzahini , Stefan M. Wild

In this work, we are concerned with the worst case complexity analysis of "a posteriori" methods for unconstrained multi-objective optimization problems where objective function values can only be obtained by querying a black box. We…

Optimization and Control · Mathematics 2025-05-26 Giampaolo Liuzzi , Stefano Lucidi

Finite difference (FD) approximation is a classic approach to stochastic gradient estimation when only noisy function realizations are available. In this paper, we first provide a sample-driven method via the bootstrap technique to estimate…

Methodology · Statistics 2024-08-21 Guo Liang , Guangwu Liu , Kun Zhang

Direct Preference Optimization (DPO) is a method for enhancing model performance by directly optimizing for the preferences or rankings of outcomes, instead of traditional loss functions. This approach has proven effective in aligning Large…

Machine Learning · Computer Science 2024-09-18 Ruoyu Wang , Jiachen Sun , Shaowei Hua , Quan Fang

We study the problem of zero-order optimization of a strongly convex function. The goal is to find the minimizer of the function by a sequential exploration of its values, under measurement noise. We study the impact of higher order…

Machine Learning · Computer Science 2022-11-28 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

Traditional approaches to portfolio optimization, often rooted in Modern Portfolio Theory and solved via quadratic programming or evolutionary algorithms, struggle with scalability or flexibility, especially in scenarios involving complex…

Computational Engineering, Finance, and Science · Computer Science 2025-07-23 Christian Oliva , Pedro R. Ventura , Luis F. Lago-Fernández

Derivative-free optimization algorithms play an important role in scientific and engineering design optimization problems, especially when derivative information is not accessible. In this paper, we study the framework of sequential…

Machine Learning · Computer Science 2025-04-16 Tianyi Han , Jingya Li , Zhipeng Guo , Yuan Jin

Recent research has proposed a series of specialized optimization algorithms for deep multi-task models. It is often claimed that these multi-task optimization (MTO) methods yield solutions that are superior to the ones found by simply…

Machine Learning · Computer Science 2022-09-26 Derrick Xin , Behrooz Ghorbani , Ankush Garg , Orhan Firat , Justin Gilmer

In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…

Optimization and Control · Mathematics 2021-11-17 Jan Feiling , Mohamed-Ali Belabbas , Christian Ebenbauer

In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…

Optimization and Control · Mathematics 2026-04-01 Bikram Adhikary , Md Abu Talhamainuddin Ansary

While large-scale unsupervised language models (LMs) learn broad world knowledge and some reasoning skills, achieving precise control of their behavior is difficult due to the completely unsupervised nature of their training. Existing…

Machine Learning · Computer Science 2024-07-31 Rafael Rafailov , Archit Sharma , Eric Mitchell , Stefano Ermon , Christopher D. Manning , Chelsea Finn

We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

Optimization and Control · Mathematics 2025-01-29 Zhenwei Lin , Jingfan Xia , Qi Deng , Luo Luo

Derivative Free Optimization is known to be an efficient and robust method to tackle the black-box optimization problem. When it comes to noisy functions, classical comparison-based algorithms are slower than gradient-based algorithms. For…

Optimization and Control · Mathematics 2016-04-29 Marie-Liesse Cauwet , Olivier Teytaud

Diffusion models are a class of flexible generative models trained with an approximation to the log-likelihood objective. However, most use cases of diffusion models are not concerned with likelihoods, but instead with downstream objectives…

Machine Learning · Computer Science 2024-01-08 Kevin Black , Michael Janner , Yilun Du , Ilya Kostrikov , Sergey Levine

In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are…

Optimization and Control · Mathematics 2019-06-05 Albert S Berahas , Liyuan Cao , Krzysztof Choromanski , Katya Scheinberg