相关论文: Black-Box Optimization in Machine Learning with Tr…

The Area Under the ROC Curve (AUC) is an important model metric for evaluating binary classifiers, and many algorithms have been proposed to optimize AUC approximately. It raises the question of whether the generally insignificant gains…

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

In contemporary data analysis, it is increasingly common to work with non-stationary complex data sets. These data sets typically extend beyond the classical low-dimensional Euclidean space, making it challenging to detect shifts in their…

Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that…

We present a Gaussian-basis implementation of orbital-free density-functional theory (OF-DFT) in which the trust-region image method (TRIM) is used for optimization. This second-order optimization scheme has been constructed to provide…

Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…

Bayesian optimization over the latent spaces of deep autoencoder models (DAEs) has recently emerged as a promising new approach for optimizing challenging black-box functions over structured, discrete, hard-to-enumerate search spaces (e.g.,…

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

We introduce a new class of optimal-transport-regularized divergences, $D^c$, constructed via an infimal convolution between an information divergence, $D$, and an optimal-transport (OT) cost, $C$, and study their use in distributionally…

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…

Traditional methods for black box optimization require a considerable number of evaluations which can be time consuming, unpractical, and often unfeasible for many engineering applications that rely on accurate representations and expensive…

Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are used to evaluate binary classification algorithms. Because the Area Under the Curve (AUC) is a constant function of the…

We show how any PAC learning algorithm that works under the uniform distribution can be transformed, in a blackbox fashion, into one that works under an arbitrary and unknown distribution $\mathcal{D}$. The efficiency of our transformation…

Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to…

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…

We study derivative-free methods for policy optimization over the class of linear policies. We focus on characterizing the convergence rate of these methods when applied to linear-quadratic systems, and study various settings of driving…

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…

We consider $\min\{f(x):g(x) \le 0, ~x\in X\},$ where $X$ is a compact convex subset of $\RR^m$, and $f$ and $g$ are continuous convex functions defined on an open neighbourhood of $X$. We work in the setting of derivative-free…