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Model-based methods are popular in derivative-free optimization (DFO). In most of them, a single model function is built to approximate the objective function. This is generally based on the assumption that the objective function is one…

Optimization and Control · Mathematics 2023-01-04 Yiwen Chen , Gabriel Jarry-Bolduc , Warren Hare

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Real-world black-box optimization often involves time-consuming or costly experiments and simulations. Multi-fidelity optimization (MFO) stands out as a cost-effective strategy that balances high-fidelity accuracy with computational…

Machine Learning · Computer Science 2024-02-16 Ke Li , Fan Li

The goal of offline black-box optimization (BBO) is to optimize an expensive black-box function using a fixed dataset of function evaluations. Prior works consider forward approaches that learn surrogates to the black-box function and…

Machine Learning · Computer Science 2023-08-22 Siddarth Krishnamoorthy , Satvik Mehul Mashkaria , Aditya Grover

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

Data-driven evolutionary algorithms has shown surprising results in addressing expensive optimization problems through robust surrogate modeling. Though promising, existing surrogate modeling schemes may encounter limitations in complex…

Neural and Evolutionary Computing · Computer Science 2025-12-18 Xian-Rong Zhang , Yue-Jiao Gong , Zeyuan Ma , Jun Zhang

Data-driven offline model-based optimization (MBO) is an established practical approach to black-box computational design problems for which the true objective function is unknown and expensive to query. However, the standard approach which…

Machine Learning · Computer Science 2023-04-03 Sathvik Kolli

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

The goal of offline model-based optimization (MBO) is to propose new designs that maximize a reward function given only an offline dataset. However, an important desiderata is to also propose a diverse set of final candidates that capture…

Machine Learning · Computer Science 2025-05-02 Michael S. Yao , James C. Gee , Osbert Bastani

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Optimizing complex systems, from discovering therapeutic drugs to designing high-performance materials, remains a fundamental challenge across science and engineering, as the underlying rules are often unknown and costly to evaluate.…

Machine Learning · Computer Science 2026-01-13 Tailin Zhou , Zhilin Chen , Wenlong Lyu , Zhitang Chen , Danny H. K. Tsang , Jun Zhang

Offline black-box optimization (BBO) aims to find optimal designs based solely on an offline dataset of designs and their labels. Such scenarios frequently arise in domains like DNA sequence design and robotics, where only a few labeled…

Computational Engineering, Finance, and Science · Computer Science 2026-01-22 Ye Yuan , Can , Chen , Zipeng Sun , Dinghuai Zhang , Christopher Pal , Xue Liu

The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization…

Machine Learning · Computer Science 2023-07-26 Xiaobin Li , Kai Wu , Xiaoyu Zhang , Handing Wang , Jing Liu

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

Some real problems require the evaluation of expensive and noisy objective functions. Moreover, the analytical expression of these objective functions may be unknown. These functions are known as black-boxes, for example, estimating the…

Machine Learning · Statistics 2021-07-12 Lucia Asencio Martín , Eduardo C. Garrido-Merchán

Many problems in science and engineering involve optimizing an expensive black-box function over a high-dimensional space. For such black-box optimization (BBO) problems, we typically assume a small budget for online function evaluations,…

Machine Learning · Computer Science 2023-08-22 Siddarth Krishnamoorthy , Satvik Mehul Mashkaria , Aditya Grover

Model-based approaches are becoming increasingly popular in the field of offline reinforcement learning, with high potential in real-world applications due to the model's capability of thoroughly utilizing the large historical datasets…

Machine Learning · Computer Science 2023-05-08 Haoyang He

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

Sequential model-based optimization (SMBO) approaches are algorithms for solving problems that require computationally or otherwise expensive function evaluations. The key design principle of SMBO is a substitution of the true objective…

Neural and Evolutionary Computing · Computer Science 2020-04-01 Jakob Bossek , Carola Doerr , Pascal Kerschke