相关论文: Black-Box Optimization in Machine Learning with Tr…
In low-depth implementations of the Quantum Approximate Optimization Algorithm (QAOA), the dominant cost is often the number of objective evaluations rather than circuit depth. We introduce a graph-conditioned trust-region method for…
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…
Bayesian optimization is widely used for optimizing expensive black box functions, but most existing approaches focus on scalar responses. In many scientific and engineering settings the response is functional, varying smoothly over an…
Bayesian optimization (BO) is an attractive machine learning framework for performing sample-efficient global optimization of black-box functions. The optimization process is guided by an acquisition function that selects points to acquire…
In this work we present TRFD, a derivative-free trust-region method based on finite differences for minimizing composite functions of the form $f(x)=h(F(x))$, where $F$ is a black-box function assumed to have a Lipschitz continuous…
Bayesian Optimization (BO) has proven to be very successful at optimizing a static, noisy, costly-to-evaluate black-box function $f : \mathcal{S} \to \mathbb{R}$. However, optimizing a black-box which is also a function of time (i.e., a…
This paper is devoted to the study of the solution of a stochastic convex black box optimization problem. Where the black box problem means that the gradient-free oracle only returns the value of objective function, not its gradient. We…
We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…
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…
We develop and analyze algorithms for distributionally robust optimization (DRO) of convex losses. In particular, we consider group-structured and bounded $f$-divergence uncertainty sets. Our approach relies on an accelerated method that…
We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…
Distributionally robust optimization (DRO) is a widely-used approach to learn models that are robust against distribution shift. Compared with the standard optimization setting, the objective function in DRO is more difficult to optimize,…
Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…
The trust-region (TR) method is renowned historically for its robustness in nonconvex problems and extraordinary numerical performance, but the study of its performance in convex optimization is somehow limited. This paper complements the…
In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…
In this paper, we deal with the problem of optimizing a black-box smooth function over a full-dimensional smooth convex set. We study sets of feasible curves that allow to properly characterize stationarity of a solution and possibly carry…
Trust Region Bayesian Optimization (TuRBO) is an effective strategy for alleviating the curse of dimensionality in high-dimensional black-box optimization. However, inappropriate lengthscale design can cause the local Gaussian process (GP)…
The $\mathcal{VU}$-algorithm is a superlinearly convergent method for minimizing nonsmooth, convex functions. At each iteration, the algorithm works with a certain $\mathcal{V}$-space and its orthogonal $\U$-space, such that the…
We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically intractable and whose values may be obtained as the output…
Black-box optimization minimizes an objective function without derivatives or explicit forms. Such an optimization method with continuous variables has been successful in the fields of machine learning and material science. For discrete…