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How can robots learn and adapt to new tasks and situations with little data? Systematic exploration and simulation are crucial tools for efficient robot learning. We present a novel black-box policy search algorithm focused on…

Robotics · Computer Science 2025-02-11 Shiming He , Alexander von Rohr , Dominik Baumann , Ji Xiang , Sebastian Trimpe

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…

Machine Learning · Computer Science 2020-09-30 Sergey Shirobokov , Vladislav Belavin , Michael Kagan , Andrey Ustyuzhanin , Atılım Güneş Baydin

Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…

Machine Learning · Computer Science 2022-03-22 Marius Memmel , Puze Liu , Davide Tateo , Jan Peters

In physics and engineering, many processes are modeled using non-differentiable black-box simulators, making the optimization of such functions particularly challenging. To address such cases, inspired by the Gradient Theorem, we propose…

Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…

In this work we introduce the application of black-box quantum control as an interesting rein- forcement learning problem to the machine learning community. We analyze the structure of the reinforcement learning problems arising in quantum…

Machine Learning · Computer Science 2018-04-16 Moritz August , José Miguel Hernández-Lobato

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…

Machine Learning · Computer Science 2019-06-05 Weijia Shao , Christian Geißler , Fikret Sivrikaya

Constrained optimization of the parameters of a simulator plays a crucial role in a design process. These problems become challenging when the simulator is stochastic, computationally expensive, and the parameter space is high-dimensional.…

Optimization and Control · Mathematics 2023-11-28 Atul Agrawal , Kislaya Ravi , Phaedon-Stelios Koutsourelakis , Hans-Joachim Bungartz

We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…

Machine Learning · Computer Science 2021-03-19 Carlos Ansotegui , Meinolf Sellmann , Tapan Shah , Kevin Tierney

Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

Offline design optimization problem arises in numerous science and engineering applications including material and chemical design, where expensive online experimentation necessitates the use of in silico surrogate functions to predict and…

Machine Learning · Computer Science 2025-03-05 Minh Hoang , Azza Fadhel , Aryan Deshwal , Janardhan Rao Doppa , Trong Nghia Hoang

The most data-efficient algorithms for reinforcement learning (RL) in robotics are based on uncertain dynamical models: after each episode, they first learn a dynamical model of the robot, then they use an optimization algorithm to find a…

Black-box optimization is often encountered for decision-making in complex systems management, where the knowledge of system is limited. Under these circumstances, it is essential to balance the utilization of new information with…

Computation · Statistics 2025-01-15 Teng Lian , Jian-Qiang Hu , Yuhang Wu , Zeyu Zheng

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…

Data Structures and Algorithms · Computer Science 2017-06-28 Satyajith Amaran , Nikolaos V. Sahinidis , Bikram Sharda , Scott J. Bury

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

Artificial Intelligence · Computer Science 2021-01-13 Eduardo C. Garrido Merchán , Luis C. Jariego Pérez

The goal of this paper is to debunk and dispel the magic behind black-box optimizers and stochastic optimizers. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving…

Machine Learning · Computer Science 2024-01-15 Jun Lu

We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a…

Machine Learning · Computer Science 2020-02-21 Qijia Jiang , Olaoluwa Adigun , Harikrishna Narasimhan , Mahdi Milani Fard , Maya Gupta

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Joseph O'Connor , Andrew Wynn , Sylvain Laizet , Yu Guan , Kevin Wilson , Richard D. Whalley
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