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Bayesian Optimization (BO) is an effective method for finding the global optimum of expensive black-box functions. However, it is well known that applying BO to high-dimensional optimization problems is challenging. To address this issue, a…

Machine Learning · Statistics 2024-02-06 Lam Ngo , Huong Ha , Jeffrey Chan , Vu Nguyen , Hongyu Zhang

State estimation in robotic systems presents significant challenges, particularly due to the prevalence of multimodal posterior distributions in real-world scenarios. One effective strategy for handling such complexity is to compute maximum…

Robotics · Computer Science 2026-01-27 Min-Won Seo , Solmaz S. Kia

As climate change increases the threat of weather-related disasters, research on weather control is gaining importance. The objective of weather control is to mitigate disaster risks by administering interventions with optimal timing,…

Atmospheric and Oceanic Physics · Physics 2025-05-19 Yuta Higuchi , Rikuto Nagai , Atsushi Okazaki , Masaki Ogura , Naoki Wakamiya

Modern approaches to the search of Relative and Global minima of potential energy function of Biomacromolecular structures include techniques of combinatorial optimization like the study of Steiner Points and Steiner Trees. These methods…

Mathematical Physics · Physics 2007-05-23 R. P. Mondaini

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…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

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…

Machine Learning · Statistics 2020-09-28 Riccardo Moriconi , Marc P. Deisenroth , K. S. Sesh Kumar

We introduce a variational quantum algorithm to solve unconstrained black box binary optimization problems, i.e., problems in which the objective function is given as black box. This is in contrast to the typical setting of quantum…

We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…

Computational Engineering, Finance, and Science · Computer Science 2021-06-22 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by leveraging a fitted surrogate model to guide the selection of…

Multilevel Stein variational gradient descent is a method for particle-based variational inference that leverages hierarchies of surrogate target distributions with varying costs and fidelity to computationally speed up inference. The…

Numerical Analysis · Mathematics 2023-05-02 Terrence Alsup , Tucker Hartland , Benjamin Peherstorfer , Noemi Petra

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…

Data Structures and Algorithms · Computer Science 2024-11-26 Antonios Antoniadis , Marek Eliáš , Adam Polak , Moritz Venzin

Combinatorial optimization is a promising application for near-term quantum computers, however, identifying performant algorithms suited to noisy quantum hardware remains as an important goal to potentially realizing quantum computational…

Quantum Physics · Physics 2025-04-01 Titus D. Morris , Ananth Kaushik , Martin Roetteler , Phillip C. Lotshaw

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…

Computational Complexity · Computer Science 2023-06-29 Anurag Dutta , K. Lakshmanan , A. Ramamoorthy , Liton Chandra Voumik , John Harshith , John Pravin Motha

In this work we introduce the application of black-box quantum control as an interesting rein- forcement learning problem to the machine learning community. We analyze the structure of the reinforcement learning problems arising in quantum…

Machine Learning · Computer Science 2018-04-16 Moritz August , José Miguel Hernández-Lobato

Black-box optimization refers to the optimization problem whose objective function and/or constraint sets are either unknown, inaccessible, or non-existent. In many applications, especially with the involvement of humans, the only way to…

Optimizing discrete black-box functions is key in several domains, e.g. protein engineering and drug design. Due to the lack of gradient information and the need for sample efficiency, Bayesian optimization is an ideal candidate for these…

We introduce a novel distributed derivative-free optimization framework that is resilient to stragglers. The proposed method employs coded search directions at which the objective function is evaluated, and a decoding step to find the next…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-16 Burak Bartan , Mert Pilanci

We introduce ParK, a new large-scale solver for kernel ridge regression. Our approach combines partitioning with random projections and iterative optimization to reduce space and time complexity while provably maintaining the same…

Machine Learning · Statistics 2022-10-18 Luigi Carratino , Stefano Vigogna , Daniele Calandriello , Lorenzo Rosasco