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Bayesian optimization (BO) is a powerful approach for seeking the global optimum of expensive black-box functions and has proven successful for fine tuning hyper-parameters of machine learning models. However, BO is practically limited to…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

A predominant topic in the theory of evolutionary algorithms and, more generally, theory of randomized black-box optimization techniques is running time analysis. Running time analysis aims at understanding the performance of a given…

Neural and Evolutionary Computing · Computer Science 2018-06-13 Carola Doerr

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

Real-world machine learning applications often have complex test metrics, and may have training and test data that are not identically distributed. Motivated by known connections between complex test metrics and cost-weighted learning, we…

Machine Learning · Statistics 2019-06-18 Sen Zhao , Mahdi Milani Fard , Harikrishna Narasimhan , Maya Gupta

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Black-box optimization (BBO) involves functions that are unknown, inexact and/or expensive-to-evaluate. Existing BBO algorithms face several challenges, including high computational cost from extensive evaluations, difficulty in handling…

Optimization and Control · Mathematics 2025-09-26 Zixuan Zhang , Xiaowei Song , Jiaming Li , Yujiao Zeng , Yaling Nie , Min Zhu , Dongyun Lu , Yibo Zhang , Xin Xiao , Jie Li

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

Withdrawn by the author due to irreparable errors. We present a quantum algorithm that in the black-box model performs a search in an ordered list of N elements. Using 3/4 log N + O(1) queries, it achieves a success probability of at least…

Quantum Physics · Physics 2007-05-23 Hein Roehrig

In many optimization problems arising from scientific, engineering and artificial intelligence applications, objective and constraint functions are available only as the output of a black-box or simulation oracle that does not provide…

Optimization and Control · Mathematics 2019-08-15 Jeffrey Larson , Matt Menickelly , Stefan M. Wild

It has been observed that some working principles of evolutionary algorithms, in particular, the influence of the parameters, cannot be understood from results on the asymptotic order of the runtime, but only from more precise results. In…

Neural and Evolutionary Computing · Computer Science 2018-10-18 Benjamin Doerr , Carola Doerr , Jing Yang

A new parameter choice rule for inverse problems is introduced. This parameter choice rule was developed for total variation regularization in electron tomography and might in general be useful for $L^1$ regularization of inverse problems…

Numerical Analysis · Mathematics 2008-04-28 Hans Rullgård

With dramatic breakthroughs in recent years, machine learning is showing great potential to upgrade the toolbox for power system optimization. Understanding the strength and limitation of machine learning approaches is crucial to decide…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Guangchun Ruan , Haiwang Zhong , Guanglun Zhang , Yiliu He , Xuan Wang , Tianjiao Pu

Black-box alpha (BB-$\alpha$) is a new approximate inference method based on the minimization of $\alpha$-divergences. BB-$\alpha$ scales to large datasets because it can be implemented using stochastic gradient descent. BB-$\alpha$ can be…

The application of machine learning (ML) models to the analysis of optimization algorithms requires the representation of optimization problems using numerical features. These features can be used as input for ML models that are trained to…

Machine Learning · Computer Science 2023-06-12 Gjorgjina Cenikj , Gašper Petelin , Carola Doerr , Peter Korošec , Tome Eftimov

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa

Benchmarking is essential for developing and evaluating black-box optimization algorithms, providing a structured means to analyze their search behavior. Its effectiveness relies on carefully selected problem sets used for evaluation. To…

Neural and Evolutionary Computing · Computer Science 2025-11-17 Iván Olarte Rodríguez , Maria Laura Santoni , Fabian Duddeck , Carola Doerr , Thomas Bäck , Elena Raponi

With the rapid development of quantum computers, several applications are being proposed for them. Quantum simulations, simulation of chemical reactions, solution of optimization problems and quantum neural networks (QNNs) are some…

Quantum Physics · Physics 2023-03-02 Lucas Friedrich , Jonas Maziero

We introduce an order-invariant reinforcement learning framework for black-box combinatorial optimization. Classical estimation-of-distribution algorithms (EDAs) often rely on learning explicit variable dependency graphs, which can be…

Machine Learning · Computer Science 2026-01-30 Olivier Goudet , Quentin Suire , Adrien Goëffon , Frédéric Saubion , Sylvain Lamprier

In this letter, we first propose a \underline{Z}eroth-\underline{O}rder c\underline{O}ordinate \underline{M}ethod~(ZOOM) to solve the stochastic optimization problem over a decentralized network with only zeroth-order~(ZO) oracle feedback…

Optimization and Control · Mathematics 2022-10-11 Shengjun Zhang , Tan Shen , Hongwei Sun , Yunlong Dong , Dong Xie , Heng Zhang
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