Related papers: Offline Model-Based Optimization: Comprehensive Re…
Machine learning (ML) methods offer a wide range of configurable hyperparameters that have a significant influence on their performance. While accuracy is a commonly used performance objective, in many settings, it is not sufficient.…
Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…
Offline black-box optimization aims to maximize a black-box function using an offline dataset of designs and their measured properties. Two main approaches have emerged: the forward approach, which learns a mapping from input to its value,…
How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…
Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we…
We propose an optimization algorithm to improve the design and performance of quantum communication networks. When physical architectures become too complex for analytical methods, numerical simulation becomes essential to study quantum…
Because of its sample efficiency, Bayesian optimization (BO) has become a popular approach dealing with expensive black-box optimization problems, such as hyperparameter optimization (HPO). Recent empirical experiments showed that the loss…
The exploration of novel architectures requires physics-based simulation due to a lack of prior experience to start from, which introduces two specific challenges for optimization algorithms: evaluations become more expensive (in time) and…
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…
Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…
The objective of this Philosophiae Doctor (Ph.D) thesis is to propose an efficient approach for optimizing a multidisciplinary black-box model when the optimization problem is constrained and involves a large number of mixed integer design…
Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…
Bayesian optimization (BO) has become an indispensable tool for autonomous decision-making across diverse applications from autonomous vehicle control to accelerated drug and materials discovery. With the growing interest in self-driving…
Data-driven optimization has found many successful applications in the real world and received increased attention in the field of evolutionary optimization. Most existing algorithms assume that the data used for optimization is always…
There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…
First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…
Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function…
This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…
Model predictive control (MPC) is a promising approach for the lateral and longitudinal control of autonomous vehicles. However, the parameterization of the MPC with respect to high-level requirements such as passenger comfort as well as…
Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…