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Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems…

Computational Physics · Physics 2022-03-23 Changhong Mou , Nan Chen , Traian Iliescu

We consider the problem of black-box multi-objective optimization (MOO) using expensive function evaluations (also referred to as experiments), where the goal is to approximate the true Pareto set of solutions by minimizing the total…

Machine Learning · Computer Science 2021-11-05 Syrine Belakaria , Aryan Deshwal , Janardhan Rao Doppa

Offline reinforcement learning (RL) faces a significant challenge of distribution shift. Model-free offline RL penalizes the Q value for out-of-distribution (OOD) data or constrains the policy closed to the behavior policy to tackle this…

Machine Learning · Computer Science 2024-04-18 Xiao-Yin Liu , Xiao-Hu Zhou , Guotao Li , Hao Li , Mei-Jiang Gui , Tian-Yu Xiang , De-Xing Huang , Zeng-Guang Hou

We investigate a data-driven quasiconcave maximization problem where information about the objective function is limited to a finite sample of data points. We begin by defining an ambiguity set for admissible objective functions based on…

Optimization and Control · Mathematics 2026-04-07 Jian Wu , William B. Haskell , Wenjie Huang , Huifu Xu

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

Optimization and Control · Mathematics 2025-09-26 Zixuan Zhang , Xiaowei Song , Jiaming Li , Yujiao Zeng , Yaling Nie , Min Zhu , Dongyun Lu , Yibo Zhang , Xin Xiao , Jie Li

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

The accuracy of the reduced-order model (ROM) mainly depends on the selected basis. Therefore, it is essential to compute an appropriate basis with an efficient numerical procedure when applying ROM to nonlinear problems. In this paper, we…

Numerical Analysis · Mathematics 2021-05-05 Jun-Geol Ahn , Hyun-Ik Yang , Jin-Gyun Kim

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Meta-Black-Box Optimization (MetaBBO) is an emerging avenue within Optimization community, where algorithm design policy could be meta-learned by reinforcement learning to enhance optimization performance. So far, the reward functions in…

Machine Learning · Computer Science 2026-01-30 Zechuan Huang , Zhiguang Cao , Hongshu Guo , Yue-Jiao Gong , Zeyuan Ma

Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…

Machine Learning · Computer Science 2024-03-11 Tennison Liu , Nicolás Astorga , Nabeel Seedat , Mihaela van der Schaar

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

Recent advances in deep learning inspired neural network-based approaches to computational materials discovery (CMD). A plethora of problems in this field involve finding materials that optimize a target property. Nevertheless, the…

Artificial Intelligence · Computer Science 2026-04-21 Jakub Grudzien Kuba , Benjamin Kurt Miller , Sergey Levine , Pieter Abbeel

The task of repeatedly solving parametrized partial differential equations (pPDEs) in, e.g. optimization or interactive applications, makes it imperative to design highly efficient and equally accurate surrogate models. The reduced basis…

Numerical Analysis · Mathematics 2020-09-11 Yanlai Chen , Lijie Ji , Akil Narayan , Zhenli Xu

Prompt engineering has demonstrated remarkable success in enhancing the performance of large language models (LLMs) across diverse tasks. However, most existing prompt optimization methods only focus on the task-level performance,…

Artificial Intelligence · Computer Science 2025-06-02 Yilun Kong , Hangyu Mao , Qi Zhao , Bin Zhang , Jingqing Ruan , Li Shen , Yongzhe Chang , Xueqian Wang , Rui Zhao , Dacheng Tao

Neural Combinatorial Optimization (NCO) has emerged as a promising approach for NP-hard problems. However, prevailing RL-based methods suffer from low sample efficiency due to sparse rewards and underused solutions. We propose Best-anchored…

Machine Learning · Computer Science 2025-06-03 Zijun Liao , Jinbiao Chen , Debing Wang , Zizhen Zhang , Jiahai Wang

Time-dependent partial differential equations are ubiquitous in physics-based modeling, but they remain computationally intensive in many-query scenarios, such as real-time forecasting, optimal control, and uncertainty quantification.…

Machine Learning · Computer Science 2026-01-26 Sven Dummer , Dongwei Ye , Christoph Brune

Bayesian optimization is a popular method for optimizing expensive black-box functions. Yet it oftentimes struggles in high dimensions where the computation could be prohibitively heavy. To alleviate this problem, we introduce Coordinate…

Machine Learning · Computer Science 2022-04-21 Jian Tan , Niv Nayman , Mengchang Wang

In this survey, we introduce Meta-Black-Box-Optimization~(MetaBBO) as an emerging avenue within the Evolutionary Computation~(EC) community, which incorporates Meta-learning approaches to assist automated algorithm design. Despite the…

Neural and Evolutionary Computing · Computer Science 2025-05-01 Zeyuan Ma , Hongshu Guo , Yue-Jiao Gong , Jun Zhang , Kay Chen Tan

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Machine Learning · Statistics 2019-09-30 Valerio Perrone , Huibin Shen , Matthias Seeger , Cedric Archambeau , Rodolphe Jenatton
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