Related papers: Black-box Optimization with Simultaneous Statistic…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…
As climate change increases the threat of weather-related disasters, research on weather control is gaining importance. The objective of weather control is to mitigate disaster risks by administering interventions with optimal timing,…
In this paper, we present a novel black-box online controller that uses only end-to-end measurements over short segments, without internal instrumentation, and hill climbing to maximize goodput, defined as the throughput of requests that…
Selecting cost-effective optimal sensor configurations for subsequent inference of parameters in black-box stochastic systems faces significant computational barriers. We propose a novel and robust approach, modelling the joint distribution…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
In numerous applications across all science and engineering areas, there are optimization problems where both the objective function and the constraints have no closed-form expression or are too complex to be managed analytically, that they…
Application domains of Bayesian optimization include optimizing black-box functions or very complex functions. The functions we are interested in describe complex real-world systems applied in industrial settings. Even though they do have…
In typical black-box optimization applications, the available computational budget is often allocated to a single algorithm, typically chosen based on user preference with limited knowledge about the problem at hand or according to some…
The lack of interpretability often makes black-box models difficult to be applied to many practical domains. For this reason, the current work, from the black-box model input port, proposes to incorporate data-based prior information into…
Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…
Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…
Frequently, the burgeoning field of black-box optimization encounters challenges due to a limited understanding of the mechanisms of the objective function. To address such problems, in this work we focus on the deterministic concept of…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
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…
We study the problem of directly optimizing arbitrary non-differentiable task evaluation metrics such as misclassification rate and recall. Our method, named MetricOpt, operates in a black-box setting where the computational details of the…
Black-box safety evaluation of AI systems assumes model behavior on test distributions reliably predicts deployment performance. We formalize and challenge this assumption through latent context-conditioned policies -- models whose outputs…
Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…
Many machine learning algorithms and classifiers are available only via API queries as a ``black-box'' -- that is, the downstream user has no ability to change, re-train, or fine-tune the model on a particular target distribution. Indeed,…
Assessing and improving the quality of data in data-intensive systems are fundamental challenges that have given rise to numerous applications targeting transformation and cleaning of data. However, while schema design, data cleaning, and…
Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…