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Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

In a variety of domains, from robotics to finance, Quality-Diversity algorithms have been used to generate collections of both diverse and high-performing solutions. Multi-Objective Quality-Diversity algorithms have emerged as a promising…

Artificial Intelligence · Computer Science 2026-02-03 Hannah Janmohamed , Maxence Faldor , Thomas Pierrot , Antoine Cully

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Alice Cicirello , Filippo Giunta

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…

Machine Learning · Computer Science 2024-01-30 Joel A. Paulson , Calvin Tsay

Quality-Diversity is a family of evolutionary algorithms that generate diverse, high-performing solutions through local competition principles inspired by natural evolution. While research has focused on improving specific aspects of…

Neural and Evolutionary Computing · Computer Science 2025-02-04 Ryan Bahlous-Boldi , Maxence Faldor , Luca Grillotti , Hannah Janmohamed , Lisa Coiffard , Lee Spector , Antoine Cully

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account…

Machine Learning · Statistics 2022-02-03 Yu Inatsu , Shion Takeno , Masayuki Karasuyama , Ichiro Takeuchi

With the ever increasing complexity of specifications, manual sizing for analog circuits recently became very challenging. Especially for innovative, large-scale circuits designs, with tens of design variables, operating conditions and…

Machine Learning · Computer Science 2022-06-07 Catalin Visan , Octavian Pascu , Marius Stanescu , Elena-Diana Sandru , Cristian Diaconu , Andi Buzo , Georg Pelz , Horia Cucu

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Two fundamental challenges face generative models in engineering applications: the acquisition of high-performing, diverse datasets, and the adherence to precise constraints in generated designs. We propose a novel approach combining…

Neural and Evolutionary Computing · Computer Science 2024-05-17 Adam Gaier , James Stoddart , Lorenzo Villaggi , Shyam Sudhakaran

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Bayesian experimental design is a technique that allows to efficiently select measurements to characterize a physical system by maximizing the expected information gain. Recent developments in deep neural networks and normalizing flows…

Quantum Physics · Physics 2023-06-27 Leopoldo Sarra , Florian Marquardt

In real-world applications, users often favor structurally diverse design choices over one high-quality solution. It is hence important to consider more solutions that decision makers can compare and further explore based on additional…

Machine Learning · Computer Science 2025-04-02 Maria Laura Santoni , Elena Raponi , Aneta Neumann , Frank Neumann , Mike Preuss , Carola Doerr

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Quality-Diversity has emerged as a powerful family of evolutionary algorithms that generate diverse populations of high-performing solutions by implementing local competition principles inspired by biological evolution. While these…

Neural and Evolutionary Computing · Computer Science 2025-02-05 Maxence Faldor , Robert Tjarko Lange , Antoine Cully

Quality Diversity (QD) algorithms such as MAP-Elites are a class of optimisation techniques that attempt to find a set of high-performing points from an objective function while enforcing behavioural diversity of the points over one or more…

Optimization and Control · Mathematics 2020-05-12 Paul Kent , Juergen Branke

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann
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