相关论文: Continuous surrogate-based optimization algorithms…

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

This work aims at developing new methodologies to optimize computational costly complex systems (e.g., aeronautical engineering systems). The proposed surrogate-based method (often called Bayesian optimization) uses adaptive sampling to…

In physics and engineering, many processes are modeled using non-differentiable black-box simulators, making the optimization of such functions particularly challenging. To address such cases, inspired by the Gradient Theorem, we propose…

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Surrogate-based optimization, nature-inspired metaheuristics, and hybrid combinations have become state of the art in algorithm design for solving real-world optimization problems. Still, it is difficult for practitioners to get an overview…

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar…

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions. Given a surrogate model, the next location to expensively evaluate is chosen via maximisation of a cheap-to-query acquisition…

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and…

Bayesian optimization (BO) is well known to be sample-efficient for solving black-box problems. However, the BO algorithms can sometimes get stuck in suboptimal solutions even with plenty of samples. Intrinsically, such suboptimal problem…

We propose a new approach for building recommender systems by adapting surrogate-assisted interactive genetic algorithms. A pool of user-evaluated items is used to construct an approximative model which serves as a surrogate fitness…

We give the first mathematically rigorous analysis of an emerging approach to finite element analysis (see, e.g., Bauer et al. [Appl. Numer. Math., 2017]), which we hereby refer to as the surrogate matrix methodology. This methodology is…

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.…

Surrogate-assisted evolutionary algorithms (SAEAs) hold significant importance in resolving expensive optimization problems~(EOPs). Extensive efforts have been devoted to improving the efficacy of SAEAs through the development of proficient…

Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully…

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…