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Discovering configurations that are both high-utility and structurally diverse under expensive black-box evaluation and strict query budgets remains a central challenge in data-driven discovery. Many classical optimizers concentrate on…

Quantum Physics · Physics 2026-02-11 Saisubramaniam Gopalakrishnan , Dagnachew Birru

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…

Optimization and Control · Mathematics 2026-05-26 Zhiyu He , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

Surrogate models provide compact relations between user-defined input parameters and output quantities of interest, enabling the efficient evaluation of complex parametric systems in many-query settings. Such capabilities are essential in a…

Numerical Analysis · Mathematics 2026-03-16 Matteo Giacomini , Pedro Díez

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

Surrogate models provide a low computational cost alternative to evaluating expensive functions. The construction of accurate surrogate models with large numbers of independent variables is currently prohibitive because it requires a large…

Machine Learning · Computer Science 2017-08-10 Mohamed Amine Bouhlel , Joaquim R. R. A. Martins

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

With computational models becoming more expensive and complex, surrogate models have gained increasing attention in many scientific disciplines and are often necessary to conduct sensitivity studies, parameter optimization etc. In the…

Methodology · Statistics 2023-07-24 Matthias Fischer , Carsten Proppe

Recent Meta-Black-Box Optimization (MetaBBO) approaches have shown possibility of enhancing the optimization performance through learning meta-level policies to dynamically configure low-level optimizers. However, existing MetaBBO…

Machine Learning · Computer Science 2025-03-25 Zeyuan Ma , Zhiyang Huang , Jiacheng Chen , Zhiguang Cao , Yue-Jiao Gong

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar…

Machine Learning · Computer Science 2025-05-27 Ryan D'Orazio , Danilo Vucetic , Zichu Liu , Junhyung Lyle Kim , Ioannis Mitliagkas , Gauthier Gidel

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

Optimization and Control · Mathematics 2019-02-20 Rishabh Dixit , Amrit Singh Bedi , Ruchi Tripathi , Ketan Rajawat

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

The Consistency property between surrogate losses and evaluation metrics has been extensively studied to ensure that minimizing a loss leads to metric optimality. However, the direct relationship between different evaluation metrics remains…

Machine Learning · Computer Science 2026-03-10 Yuanhao Pu , Defu Lian , Enhong Chen

Offline model-based optimization aims to maximize a black-box objective function with a static dataset of designs and their scores. In this paper, we focus on biological sequence design to maximize some sequence score. A recent approach…

Computational Engineering, Finance, and Science · Computer Science 2023-04-26 Can Chen , Yingxue Zhang , Xue Liu , Mark Coates

Falsification of hybrid dynamical systems remains challenging due to mode-dependent dynamics and discrete transitions. In this work, we propose a surrogate-based falsification approach that enables hybrid systems by learning a…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Lasse Kötz , Knut Åkesson

Spatial prediction refers to the estimation of unobserved values from spatially distributed observations. Although recent advances have improved the capacity to model diverse observation types, adoption in practice remains limited in…

Machine Learning · Statistics 2025-10-10 Yuta Shikuri , Hironori Fujisawa

Black-box optimization problems, which are common in many real-world applications, require optimization through input-output interactions without access to internal workings. This often leads to significant computational resources being…

Neural and Evolutionary Computing · Computer Science 2024-03-25 Hao Hao , Xiaoqun Zhang , Aimin Zhou

Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…

Machine Learning · Statistics 2024-05-28 Jonathan So , Richard E. Turner

The rapid advancement of artificial intelligence within the realm of cybersecurity raises significant security concerns. The vulnerability of deep learning models in adversarial attacks is one of the major issues. In adversarial machine…

Cryptography and Security · Computer Science 2024-04-18 Khushnaseeb Roshan , Aasim Zafar

Gradient-based optimization is the foundation of deep learning and reinforcement learning. Even when the mechanism being optimized is unknown or not differentiable, optimization using high-variance or biased gradient estimates is still…

Machine Learning · Computer Science 2018-02-27 Will Grathwohl , Dami Choi , Yuhuai Wu , Geoffrey Roeder , David Duvenaud