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Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information…

Optimization and Control · Mathematics 2016-01-01 Samineh Bagheri , Wolfgang Konen , Michael Emmerich , Thomas Bäck

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Machine Learning · Computer Science 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao

In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…

Optimization and Control · Mathematics 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

Machine Learning · Computer Science 2021-10-18 Hadi S. Jomaa , Jonas Falkner , Lars Schmidt-Thieme

Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…

Machine Learning · Computer Science 2023-10-13 Nazanin Nezami , Hadis Anahideh

Bayesian optimisation (BO) has been widely used to solve problems with expensive function evaluations. In multi-objective optimisation problems, BO aims to find a set of approximated Pareto optimal solutions. There are typically two ways to…

Machine Learning · Computer Science 2022-08-16 Tinkle Chugh

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

Improving predictive understanding of Earth system variability and change requires data-model integration. Efficient data-model integration for complex models requires surrogate modeling to reduce model evaluation time. However, building a…

Machine Learning · Statistics 2019-01-17 Dan Lu , Daniel Ricciuto

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

Machine Learning · Computer Science 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

Designing a high-quality plasma injector electron source driven by a laser beam relies on numerical parametric studies using particle-in-cell codes. The common input parameters to explore are laser characteristics, plasma species and…

Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…

Machine Learning · Computer Science 2023-07-03 Carolin Benjamins , Elena Raponi , Anja Jankovic , Carola Doerr , Marius Lindauer

The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…

Neural and Evolutionary Computing · Computer Science 2018-11-06 Xi Lin , Hui-Ling Zhen , Zhenhua Li , Qingfu Zhang , Sam Kwong

In this contribution, we develop an efficient surrogate modeling framework for simulation-based optimization of enhanced oil recovery, where we particularly focus on polymer flooding. The computational approach is based on an adaptive…

Numerical Analysis · Mathematics 2022-03-04 Tim Keil , Hendrik Kleikamp , Rolf J Lorentzen , Micheal B Oguntola , Mario Ohlberger

Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…

Machine Learning · Computer Science 2025-02-14 Kazuki Ishikawa , Ryota Ozaki , Yohei Kanzaki , Ichiro Takeuchi , Masayuki Karasuyama

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Machine Learning · Computer Science 2026-04-16 Thomas Bartz-Beielstein

We propose a surrogate-based method for optimizing parameterized quantum circuits which is designed to operate with few calls to a quantum computer. We employ a computationally inexpensive classical surrogate to approximate the cost…