Related papers: MA-BBOB: A Problem Generator for Black-Box Optimiz…
Box-constraints limit the domain of decision variables and are common in real-world optimization problems, for example, due to physical, natural or spatial limitations. Consequently, solutions violating a box-constraint may not be…
Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…
We introduce universal, easy-to-reproduce generative models for the QUBO instances to differentiate the performance of the hardware/solvers effectively. Our benchmark process extends the well-known Hebb's rule of associative memory with the…
Designing optimisation algorithms that perform well in general requires experimentation on a range of diverse problems. Training neural networks is an optimisation task that has gained prominence with the recent successes of deep learning.…
Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…
Optimization problems involving mixed variables (i.e., variables of numerical and categorical nature) can be challenging to solve, especially in the presence of mixed-variable constraints. Moreover, when the objective function is the result…
This document briefly describes the Black-Box Multi-Objective Optimization Benchmarking (BMOBench) platform. It presents the test problems, evaluation procedure, and experimental setup. To this end, the BMOBench is demonstrated by comparing…
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…
Bayesian Optimization (BO) has shown significant success in tackling expensive low-dimensional black-box optimization problems. Many optimization problems of interest are high-dimensional, and scaling BO to such settings remains an…
Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, experimental design, and database knob tuning. However, users still face challenges when applying BBO methods to their problems at hand…
We introduce a variational quantum algorithm to solve unconstrained black box binary optimization problems, i.e., problems in which the objective function is given as black box. This is in contrast to the typical setting of quantum…
Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed…
Bayesian optimization is a popular method for solving the problem of global optimization of an expensive-to-evaluate black-box function. It relies on a probabilistic surrogate model of the objective function, upon which an acquisition…
There is a long history in machine learning of model ensembling, beginning with boosting and bagging and continuing to the present day. Much of this history has focused on combining models for classification and regression, but recently…
Because the choice and tuning of the optimizer affects the speed, and ultimately the performance of deep learning, there is significant past and recent research in this area. Yet, perhaps surprisingly, there is no generally agreed-upon…
Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…
Benchmark suites, i.e. a collection of benchmark functions, are widely used in the comparison of black-box optimization algorithms. Over the years, research has identified many desired qualities for benchmark suites, such as diverse…
Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.),…