Related papers: Real-Time Black-Box Optimization for Dynamic Discr…
We discuss a dynamical systems perspective on discrete optimization. Departing from the fact that many combinatorial optimization problems can be reformulated as finding low energy spin configurations in corresponding Ising models, we…
We study the restless contextual multi-play multi-armed bandit (MP-MAB) problem for channel allocation in the opportunity spectrum access (OSA) scenario. Most existing MP-MAB methods are impractical for real-world OSA systems as they assume…
In Reinforcement Learning (RL), multi-armed Bandit (MAB) problems have found applications across diverse domains such as recommender systems, healthcare, and finance. Traditional MAB algorithms typically assume stationary reward…
Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…
In this survey, we introduce Meta-Black-Box-Optimization~(MetaBBO) as an emerging avenue within the Evolutionary Computation~(EC) community, which incorporates Meta-learning approaches to assist automated algorithm design. Despite the…
Ising Machines are emerging hardware architectures that efficiently solve NP-Hard combinatorial optimization problems. Generally, combinatorial problems are transformed into quadratic unconstrained binary optimization (QUBO) form, but this…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
This paper introduces the BOW Planner, a scalable motion planning algorithm designed to navigate robots through complex environments using constrained Bayesian optimization (CBO). Unlike traditional methods, which often struggle with…
Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…
This paper introduces a novel motion planner, incrementally stochastic and accelerated gradient information mixed optimization (iSAGO), for robotic manipulators in a narrow workspace. Primarily, we propose the overall scheme of iSAGO…
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…
Various combinatorial optimization NP-hard problems can be reduced to finding the minimizer of an Ising model, which is a discrete mathematical model. It is an intellectual challenge to develop some mathematical tools or algorithms for…
This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…
We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Handcrafted optimizers become prohibitively inefficient for complex black-box optimization (BBO) tasks. MetaBBO addresses this challenge by meta-learning to automatically configure optimizers for low-level BBO tasks, thereby eliminating…
Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…
We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…
We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…
Motivated by the increasing concern about privacy in nowadays data-intensive online learning systems, we consider a black-box optimization in the nonparametric Gaussian process setting with local differential privacy (LDP) guarantee.…