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Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

Optimization and Control · Mathematics 2024-01-17 Artur M. Schweidtmann , Dominik Bongartz , Daniel Grothe , Tim Kerkenhoff , Xiaopeng Lin , Jaromil Najman , Alexander Mitsos

Bayesian optimization (BO) is a powerful paradigm for efficient optimization of black-box objective functions. High-dimensional BO presents a particular challenge, in part because the curse of dimensionality makes it difficult to define --…

Machine Learning · Computer Science 2021-06-11 David Eriksson , Martin Jankowiak

In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning…

Machine Learning · Computer Science 2024-01-09 Haibo Yang , Zhuqing Liu , Jia Liu , Chaosheng Dong , Michinari Momma

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

When solving global optimization problems in practice, one often ends up repeatedly solving problems that are similar to each others. By providing a rigorous definition of similarity, in this work we propose to incorporate the META-learning…

Optimization and Control · Mathematics 2023-05-02 Riccardo Busetto , Valentina Breschi , Simone Formentin

Generalizing from a single labeled source domain to unseen target domains, without access to any target data during training, remains a fundamental challenge in robust machine learning. We address this underexplored setting, known as Single…

Machine Learning · Computer Science 2026-04-09 Marzi Heidari , Hanping Zhang , Hao Yan , Yuhong Guo

Studies have shown that multi-objective optimization problems are hard problems. Such problems either require longer time to converge to an optimum solution, or may not converge at all. Recently some researchers have claimed that real…

Neural and Evolutionary Computing · Computer Science 2014-06-11 Shahab U. Ansari , Sameen Mansha

Large Language Models (LLMs) have driven substantial progress in artificial intelligence in recent years, exhibiting impressive capabilities across a wide range of tasks, including mathematical problem-solving. Inspired by the success of…

Computation and Language · Computer Science 2023-10-20 Xueliang Zhao , Xinting Huang , Wei Bi , Lingpeng Kong

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Machine Learning · Computer Science 2023-11-21 Seunghun Lee , Jaewon Chu , Sihyeon Kim , Juyeon Ko , Hyunwoo J. Kim

Bayesian optimization (BO) is an efficient framework for optimization of black-box objectives when function evaluations are costly and gradient information is not easily accessible. BO has been successfully applied to automate the task of…

Machine Learning · Computer Science 2024-07-09 Pallavi Mitra , Felix Biessmann

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

In this paper, we introduce a discrete variant of the meta-learning framework. Meta-learning aims at exploiting prior experience and data to improve performance on future tasks. By now, there exist numerous formulations for meta-learning in…

Machine Learning · Computer Science 2021-01-12 Arman Adibi , Aryan Mokhtari , Hamed Hassani

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…

Machine Learning · Computer Science 2025-12-19 Gaetano Signorelli , Michele Lombardi

This paper describes a scalable algorithm for solving multiobjective decomposable problems by combining the hierarchical Bayesian optimization algorithm (hBOA) with the nondominated sorting genetic algorithm (NSGA-II) and clustering in the…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Martin Pelikan , Kumara Sastry , David E. Goldberg

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

Machine Learning · Computer Science 2024-03-14 Laurens Bliek , Arthur Guijt , Rickard Karlsson , Sicco Verwer , Mathijs de Weerdt

Structural bias (SB) refers to systematic preferences of an optimisation algorithm for particular regions of the search space that arise independently of the objective function. While SB has been studied extensively in single-objective…

Neural and Evolutionary Computing · Computer Science 2026-02-09 Jakub Kudela , Niki van Stein , Thomas Bäck , Anna V. Kononova

Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…

Machine Learning · Computer Science 2021-02-16 Feiyang Ye , Baijiong Lin , Zhixiong Yue , Pengxin Guo , Qiao Xiao , Yu Zhang

Despite its flexibility to learn diverse inductive biases in machine learning programs, meta learning (i.e., learning to learn) has long been recognized to suffer from poor scalability due to its tremendous compute/memory costs, training…

Machine Learning · Computer Science 2023-10-24 Sang Keun Choe , Sanket Vaibhav Mehta , Hwijeen Ahn , Willie Neiswanger , Pengtao Xie , Emma Strubell , Eric Xing