相关论文: Black-Box Optimization with Local Generative Surro…

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

In the past few years, following the differentiable programming paradigm, there has been a growing interest in computing the gradient information of physical processes (e.g., physical simulation, image rendering). However, such processes…

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms…

We develop algorithms capable of tackling robust black-box optimisation problems, where the number of model runs is limited. When a desired solution cannot be implemented exactly the aim is to find a robust one, where the worst case in an…

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the…

We consider the problem of optimizing combinatorial spaces (e.g., sequences, trees, and graphs) using expensive black-box function evaluations. For example, optimizing molecules for drug design using physical lab experiments. Bayesian…

The ongoing development of quantum processors is driving breakthroughs in scientific discovery. Despite this progress, the formidable cost of fabricating large-scale quantum processors means they will remain rare for the foreseeable future,…

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…

We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…

We propose an optimization algorithm to improve the design and performance of quantum communication networks. When physical architectures become too complex for analytical methods, numerical simulation becomes essential to study quantum…

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

A new paradigm to estimate the gradient of a black-box scalar function is introduced, considering it as a member of a set of admissible gradients that are computed using existing function samples. Results on gradient estimate accuracy,…

Explainable AI is a crucial component for edge services, as it ensures reliable decision making based on complex AI models. Surrogate models are a prominent approach of XAI where human-interpretable models, such as a linear regression…

The transition of the power grid requires new technologies and methodologies, which can only be developed and tested in simulations. Especially larger simulation setups with many levels of detail can become quite slow. Therefore, the number…

This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…

We are interested in building low-dimensional surrogate models to reduce optimization costs, while having theoretical guarantees that the optimum will satisfy the constraints of the full-size model, by making conservative approximations.…

The computational burden of running a complex computer model can make optimization impractical. Gaussian Processes (GPs) are statistical surrogates (also known as emulators) that alleviate this issue since they cheaply replace the computer…

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…