Related papers: Introduction to Interpolation-Based Optimization

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…

We propose a new neural network based method for solving inverse problems for partial differential equations (PDEs) by formulating the PDE inverse problem as a bilevel optimization problem. At the upper level, we minimize the data loss with…

Learning to Optimize (L2O) enhances optimization efficiency with integrated neural networks. L2O paradigms achieve great outcomes, e.g., refitting optimizer, generating unseen solutions iteratively or directly. However, conventional L2O…

Preference learning is a key technology for aligning language models with human values. Reinforcement Learning from Human Feedback (RLHF) is a model-based algorithm to optimize preference learning, which first fits a reward model for…

While reinforcement learning methods such as Group Relative Preference Optimization (GRPO) have significantly enhanced Large Language Models, adapting them to diffusion models remains challenging. In particular, GRPO demands a stochastic…

Bayesian optimization (BO) is a sequential approach for optimizing black-box objective functions using zeroth-order noisy observations. In BO, Gaussian processes (GPs) are employed as probabilistic surrogate models to estimate the objective…

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Bayesian optimization (BO) has gained attention as an efficient algorithm for black-box optimization of expensive-to-evaluate systems, where the BO algorithm iteratively queries the system and suggests new trials based on a probabilistic…

This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO methods, the convergence of our algorithm requires a certain…

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…

Offline preference optimization methods, such as Direct Preference Optimization (DPO), offer significant advantages in aligning Large Language Models (LLMs) with human values. However, achieving optimal performance with these methods…

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…

Despite the data labeling cost for the object detection tasks being substantially more than that of the classification tasks, semi-supervised learning methods for object detection have not been studied much. In this paper, we propose an…

Consensus-based optimization (CBO) is an agent-based derivative-free method for non-smooth global optimization that has been introduced in 2017, leveraging a surprising interplay between stochastic exploration and Laplace principle. In…

Decision-Focused Learning (DFL) is a paradigm for tailoring a predictive model to a downstream optimization task that uses its predictions in order to perform better on that specific task. The main technical challenge associated with DFL is…

The increasing demand for democratizing machine learning algorithms calls for hyperparameter optimization (HPO) solutions at low cost. Many machine learning algorithms have hyperparameters which can cause a large variation in the training…

Solving large-scale optimization problems is a bottleneck and is very important for machine learning and multiple kinds of scientific problems. Subspace-based methods using the local approximation strategy are one of the most important…

This work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and…

Bilevel optimization has recently attracted considerable attention due to its abundant applications in machine learning problems. However, existing methods rely on prior knowledge of problem parameters to determine stepsizes, resulting in…

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…