Related papers: Consensus-Based Optimization with Truncated Noise
This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…
This paper studies the variance dichotomy in continuous simulation optimization (CSO). Existing literature shows a sharp contrast between deterministic CSO and stochastic CSO, with convergence rates in stochastic settings appearing…
In this paper, we study a consensus-based optimization method for nonconvex bi-level optimization, where the objective is to minimize an upper-level function over the set of global minimizers of a lower-level problem. The proposed approach…
Bayesian Optimization (BO) is a method for globally optimizing black-box functions. While BO has been successfully applied to many scenarios, developing effective BO algorithms that scale to functions with high-dimensional domains is still…
We study the uniform-in-time weak propagation of chaos for the consensus-based optimization (CBO) method on a bounded searching domain. We apply the methodology for studying long-time behaviors of interacting particle systems developed in…
Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…
Bi-level optimization problems, where one wishes to find the global minimizer of an upper-level objective function over the globally optimal solution set of a lower-level objective, arise in a variety of scenarios throughout science and…
Bayesian optimization (BO) is a class of global optimization algorithms, suitable for minimizing an expensive objective function in as few function evaluations as possible. While BO budgets are typically given in iterations, this implicitly…
Metaheuristic algorithms are powerful tools for global optimization, particularly for non-convex and non-differentiable problems where exact methods are often impractical. Particle-based optimization methods, inspired by swarm intelligence…
Black-box optimization minimizes an objective function without derivatives or explicit forms. Such an optimization method with continuous variables has been successful in the fields of machine learning and material science. For discrete…
Bayesian Optimization (BO) is a widely used approach for blackbox optimization that leverages a Gaussian process (GP) model and an acquisition function to guide future sampling. While effective in low-dimensional settings, BO faces…
This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…
Bayesian Optimization (BO) is a powerful tool for optimizing complex non-linear systems. However, its performance degrades in high-dimensional problems with tightly coupled parameters and highly asymmetric objective landscapes, where…
We introduce Social Bayesian Optimization (SBO), a vote-efficient algorithm for consensus-building in collective decision-making. In contrast to single-agent scenarios, collective decision-making encompasses group dynamics that may distort…
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…
Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…
Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…
The present study aimed to solve the cure optimization problem of laminated composites through a statistical approach. The approach consisted of using constrained Bayesian Optimization (cBO) along with a Gaussian process model as a…
We use a constrained convex optimization (CCO) method to experimentally characterize arbitrary quantum states and unknown quantum processes on a two-qubit NMR quantum information processor. Standard protocols for quantum state and quantum…
This paper describes a general-purpose extension of max-value entropy search, a popular approach for Bayesian Optimisation (BO). A novel approximation is proposed for the information gain -- an information-theoretic quantity central to…