相关论文: Sequential Optimization in Locally Important Dimen…

A common problem encountered in many real-world applications is level set estimation where the goal is to determine the region in the function domain where the function is above or below a given threshold. When the function is black-box and…

The `spotoptim` package implements surrogate-model-based optimization of expensive black-box functions in Python. Building on two decades of Sequential Parameter Optimization (SPO) methodology, it provides a Kriging-based optimization loop…

Offline optimization is a fundamental challenge in science and engineering, where the goal is to optimize black-box functions using only offline datasets. This setting is particularly relevant when querying the objective function is…

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…

We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…

We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Approximate Bayesian computation (ABC) and other likelihood-free inference methods have gained popularity in the last decade, as they allow rigorous statistical inference for complex models without analytically tractable likelihood…

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Given a prediction task, understanding when one can and cannot design a consistent convex surrogate loss, particularly a low-dimensional one, is an important and active area of machine learning research. The prediction task may be given as…

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

Convergence failure and slow convergence rate are among the biggest challenges with solving the system of non-linear equations numerically. While using strictly small time steps sizes and unconditionally stable fully implicit scheme…

Data-driven optimization has found many successful applications in the real world and received increased attention in the field of evolutionary optimization. Most existing algorithms assume that the data used for optimization is always…

We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…

We introduce a global, gradient-free surrogate optimization strategy for expensive black-box functions inspired by the Fokker-Planck and Langevin equations. These can be written as an optimization problem where the objective is the target…

Semi-Supervised Object Detection (SSOD), aiming to explore unlabeled data for boosting object detectors, has become an active task in recent years. However, existing SSOD approaches mainly focus on horizontal objects, leaving multi-oriented…

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions.…

We propose Stepwise cOnditional likelihood variable selection for Discriminant Analysis (SODA) to detect both main and quadratic interaction effects in logistic regression and quadratic discriminant analysis (QDA) models. In the forward…