Related papers: ROMO: Retrieval-enhanced Offline Model-based Optim…
Balancing competing objectives is omnipresent across disciplines, from drug design to autonomous systems. Multi-objective Bayesian optimization is a promising solution for such expensive, black-box problems: it fits probabilistic surrogates…
State-of-the-art reinforcement learning algorithms mostly rely on being allowed to directly interact with their environment to collect millions of observations. This makes it hard to transfer their success to industrial control problems,…
Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…
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…
Solving multimodal optimization problems (MMOP) requires finding all optimal solutions, which is challenging in limited function evaluations. Although existing works strike the balance of exploration and exploitation through hand-crafted…
Bayesian Optimization (BO) is a sample-efficient black-box optimizer commonly used in search spaces where hyperparameters are independent. However, in many practical AutoML scenarios, there will be dependencies among hyperparameters,…
Model-based reinforcement learning approaches leverage a forward dynamics model to support planning and decision making, which, however, may fail catastrophically if the model is inaccurate. Although there are several existing methods…
Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimization (BASSO), that combines partitioning and surrogate…
Conventional offline training of reduced-order bases in a predetermined region of a parameter space leads to parametric reduced-order models that are vulnerable to extrapolation. This vulnerability manifests itself whenever a queried…
We propose Discrete Consensus-Based Optimization (DCBO), a fully discrete version of the Consensus-Based Optimization (CBO) framework. DCBO is a multi-agent method for the global optimization of possibly non-convex and non-differentiable…
Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…
Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…
This paper considers global optimization with a black-box unknown objective function that can be non-convex and non-differentiable. Such a difficult optimization problem arises in many real-world applications, such as parameter tuning in…
Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…
In this work we revisit the Mobility Robustness Optimisation (MRO) algorithm and study the possibility of learning the optimal Cell Individual Offset tuning using offline Reinforcement Learning. Such methods make use of collected offline…
Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…
How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…
In offline model-based optimization, we strive to maximize a black-box objective function by only leveraging a static dataset of designs and their scores. This problem setting arises in numerous fields including the design of materials,…
Optimizing multiple, non-preferential objectives for mixed-variable, expensive black-box problems is important in many areas of engineering and science. The expensive, noisy, black-box nature of these problems makes them ideal candidates…
We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian optimization steps, using Gaussian processes to model the error…