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Hyperparameter selection in continual learning scenarios is a challenging and underexplored aspect, especially in practical non-stationary environments. Traditional approaches, such as grid searches with held-out validation data from all…

Machine Learning · Computer Science 2024-06-21 Rudy Semola , Julio Hurtado , Vincenzo Lomonaco , Davide Bacciu

Despite significant empirical and theoretically supported evidence that non-static parameter choices can be strongly beneficial in evolutionary computation, the question how to best adjust parameter values plays only a marginal role in…

Neural and Evolutionary Computing · Computer Science 2018-03-06 Carola Doerr , Markus Wagner

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

Black-box complexity is a complexity theoretic measure for how difficult a problem is to be optimized by a general purpose optimization algorithm. It is thus one of the few means trying to understand which problems are tractable for genetic…

Neural and Evolutionary Computing · Computer Science 2015-03-19 Benjamin Doerr , Timo Kötzing , Johannes Lengler , Carola Winzen

Recent advances in algorithmic design show how to utilize predictions obtained by machine learning models from past and present data. These approaches have demonstrated an enhancement in performance when the predictions are accurate, while…

Machine Learning · Computer Science 2024-03-13 Marek Elias , Haim Kaplan , Yishay Mansour , Shay Moran

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…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

We consider the problem of offline black-box optimization, where the goal is to discover optimal designs (e.g., molecules or materials) from past experimental data. A key challenge in this setting is data scarcity: in many scientific…

Machine Learning · Computer Science 2026-05-22 Azza Fadhel , The Hung Tran , Trong Nghia Hoang , Jana Doppa

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…

Human decision-makers often face choices about complex cases with many potentially relevant features, but limited bandwidth to inspect and integrate all available information. In such settings, we study algorithms that highlight a small…

Computer Science and Game Theory · Computer Science 2026-04-27 Yifan Guo , Jann Spiess

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequentially. The present work proposes and compares two strategies to…

Optimization and Control · Mathematics 2021-11-30 Stéphane Alarie , Charles Audet , Paulin Jacquot , Sébastien Le Digabel

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

The domain of an optimization problem is seen as one of its most important characteristics. In particular, the distinction between continuous and discrete optimization is rather impactful. Based on this, the optimizing algorithm, analyzing…

Neural and Evolutionary Computing · Computer Science 2023-04-27 André Thomaser , Jacob de Nobel , Diederick Vermetten , Furong Ye , Thomas Bäck , Anna V. Kononova

We focus on collaborative and federated black-box optimization (BBOpt), where agents optimize their heterogeneous black-box functions through collaborative sequential experimentation. From a Bayesian optimization perspective, we address the…

Machine Learning · Computer Science 2025-08-25 Raed Al Kontar

What should regulators of complex algorithms regulate? We propose a model of oversight over 'black-box' algorithms used in high-stakes applications such as lending, medical testing, or hiring. In our model, a regulator is limited in how…

General Economics · Economics 2024-06-04 Laura Blattner , Scott Nelson , Jann Spiess

The key issue in Dynamic Ensemble Selection (DES) is defining a suitable criterion for calculating the classifiers' competence. There are several criteria available to measure the level of competence of base classifiers, such as local…

Machine Learning · Computer Science 2018-11-02 Rafael M. O Cruz , Robert Sabourin , George D. C. Cavalcanti

Fair algorithm evaluation is conditioned on the existence of high-quality benchmark datasets that are non-redundant and are representative of typical optimization scenarios. In this paper, we evaluate three heuristics for selecting diverse…

Neural and Evolutionary Computing · Computer Science 2022-04-26 Gjorgjina Cenikj , Ryan Dieter Lang , Andries Petrus Engelbrecht , Carola Doerr , Peter Korošec , Tome Eftimov

An essential problem in automated machine learning (AutoML) is that of model selection. A unique challenge in the sequential setting is the fact that the optimal model itself may vary over time, depending on the distribution of features and…

Machine Learning · Computer Science 2020-02-17 Yao Zhang , Daniel Jarrett , Mihaela van der Schaar

One key challenge in optimization is the selection of a suitable set of benchmark problems. A common goal is to find functions which are representative of a class of real-world optimization problems in order to ensure findings on the…

Neural and Evolutionary Computing · Computer Science 2025-05-15 Diederick Vermetten , Catalin-Viorel Dinu , Marcus Gallagher

Feature selection is popular for obtaining small, interpretable, yet highly accurate prediction models. Conventional feature-selection methods typically yield one feature set only, which might not suffice in some scenarios. For example,…

Machine Learning · Computer Science 2025-02-07 Jakob Bach