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In Bayesian optimisation, we often seek to minimise the black-box objective functions that arise in real-world physical systems. A primary contributor to the cost of evaluating such black-box objective functions is often the effort required…
Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…
To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…
Bayesian Optimization (BO) is a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. The BO pipeline itself is highly configurable with many different design choices…
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…
Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…
Bayesian optimization (BO) is a powerful black-box optimization framework that looks to efficiently learn the global optimum of an unknown system by systematically trading-off between exploration and exploitation. However, the use of BO as…
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…
Recent progress in Meta-Black-Box-Optimization (MetaBBO) has demonstrated that using RL to learn a meta-level policy for dynamic algorithm configuration (DAC) over an optimization task distribution could significantly enhance the…
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…
In the machine learning algorithms, the choice of the hyperparameter is often an art more than a science, requiring labor-intensive search with expert experience. Therefore, automation on hyperparameter optimization to exclude human…
Many real world scientific and industrial applications require optimizing multiple competing black-box objectives. When the objectives are expensive-to-evaluate, multi-objective Bayesian optimization (BO) is a popular approach because of…
Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…
Surrogate-assisted Evolutionary Algorithms~(SAEAs) have shown promising robustness in solving expensive optimization problems. A key aspect that impacts SAEAs' effectiveness is surrogate model selection, which in existing works is…
Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…
Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…
Recent research in Meta-Black-Box Optimization (MetaBBO) have shown that meta-trained neural networks can effectively guide the design of black-box optimizers, significantly reducing the need for expert tuning and delivering robust…
Multi-Source Bayesian Optimization (MSBO) serves as a variant of the traditional Bayesian Optimization (BO) framework applicable to situations involving optimization of an objective black-box function over multiple information sources such…
This study focuses on mixed-variable black-box optimization (MV-BBO), addressing continuous, integer, and categorical variables. Many real-world MV-BBO problems involve dependencies among these different types of variables, requiring…
Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO…