Related papers: Black-Box Optimization From Small Offline Datasets…
This paper studies the black-box optimization task which aims to find the maxima of a black-box function using a static set of its observed input-output pairs. This is often achieved via learning and optimizing a surrogate function with…
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,…
Offline optimization aims to maximize a black-box objective function with a static dataset and has wide applications. In addition to the objective function being black-box and expensive to evaluate, numerous complex real-world problems…
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…
Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…
Recent Meta-Black-Box Optimization (MetaBBO) approaches have shown possibility of enhancing the optimization performance through learning meta-level policies to dynamically configure low-level optimizers. However, existing MetaBBO…
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…
This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of…
Recently, neural networks trained as optimizers under the "learning to learn" or meta-learning framework have been shown to be effective for a broad range of optimization tasks including derivative-free black-box function optimization.…
Black-box optimization (BBO) can be used to optimize functions whose analytic form is unknown. A common approach to realising BBO is to learn a surrogate model which approximates the target black-box function which can then be solved via…
This paper considers the problem of offline optimization, where the objective function is unknown except for a collection of ``offline" data examples. While recent years have seen a flurry of work on applying various machine learning…
Bayesian optimization (BO) is widely adopted in black-box optimization problems and it relies on a surrogate model to approximate the black-box response function. With the increasing number of black-box optimization tasks solved and even…
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,…
Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…
This paper describes a simple, but effective sampling method for optimizing and learning a discrete approximation (or surrogate) of a multi-dimensional function along a one-dimensional line segment of interest. The method does not rely on…
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…
Modern generative AI models, such as diffusion and flow matching models, can sample from rich data distributions. However, many applications, especially in science and engineering, require more than drawing samples from the model…
Many important problems in science and engineering, such as drug design, involve optimizing an expensive black-box objective function over a complex, high-dimensional, and structured input space. Although machine learning techniques have…
This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…
We consider computationally expensive blackbox optimization problems and present a method that employs surrogate models and concurrent computing at the search step of the mesh adaptive direct search (MADS) algorithm. Specifically, we solve…