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Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

系统与控制 · 电气工程与系统科学 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

机器学习 · 计算机科学 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao

Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and intelligent sampling to build a surrogate…

经济学 · 定量金融 2017-04-07 Francesco Lamperti , Andrea Roventini , Amir Sani

Genetic algorithms constitute a family of black-box optimization algorithms, which take inspiration from the principles of biological evolution. While they provide a general-purpose tool for optimization, their particular instantiations can…

神经与进化计算 · 计算机科学 2023-04-11 Robert Tjarko Lange , Tom Schaul , Yutian Chen , Chris Lu , Tom Zahavy , Valentin Dalibard , Sebastian Flennerhag

Offline model-based optimization seeks to optimize against a learned surrogate model without querying the true oracle objective function during optimization. Such tasks are commonly encountered in protein design, robotics, and clinical…

机器学习 · 计算机科学 2024-09-27 Michael S. Yao , Yimeng Zeng , Hamsa Bastani , Jacob Gardner , James C. Gee , Osbert Bastani

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive…

机器学习 · 计算机科学 2017-07-19 Ruben Martinez-Cantin , Michael McCourt , Kevin Tee

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

机器学习 · 统计学 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

数值分析 · 数学 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…

机器学习 · 计算机科学 2021-10-18 Hadi S. Jomaa , Jonas Falkner , Lars Schmidt-Thieme

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…

最优化与控制 · 数学 2020-04-17 Martin Hughes , Marc Goerigk , Trivikram Dokka

Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…

机器学习 · 计算机科学 2023-10-13 Nazanin Nezami , Hadis Anahideh

The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…

机器学习 · 统计学 2021-03-17 Maximilian Rixner , Phaedon-Stelios Koutsourelakis

Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…

机器学习 · 计算机科学 2026-04-10 Yuhao Zhang , Ti John , Matthias Stosiek , Patrick Rinke

Learning controller parameters from closed-loop data has been shown to improve closed-loop performance. Bayesian optimization, a widely used black-box and sample-efficient learning method, constructs a probabilistic surrogate of the…

机器学习 · 计算机科学 2025-12-15 Sebastian Hirt , Valentinus Suwanto , Hendrik Alsmeier , Maik Pfefferkorn , Rolf Findeisen

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…

机器学习 · 计算机科学 2022-02-07 Aryan Deshwal , Janardhan Rao Doppa

The growing demand for energy-efficient, high-performance AI systems has led to increased attention on alternative computing platforms (e.g., photonic, neuromorphic) due to their potential to accelerate learning and inference. However,…

机器学习 · 计算机科学 2026-05-05 Andrei Chertkov , Artem Basharin , Mikhail Saygin , Evgeny Frolov , Stanislav Straupe , Ivan Oseledets

Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…

机器学习 · 统计学 2026-04-30 Rohit Goswami

We propose a new uncertainty estimator for gradient-free optimisation of black-box simulators using deep generative surrogate models. Optimisation of these simulators is especially challenging for stochastic simulators and higher…

机器学习 · 计算机科学 2024-11-05 Tigran Ramazyan , Mikhail Hushchyn , Denis Derkach

In recent years, solving optimization problems involving black-box simulators has become a point of focus for the machine learning community due to their ubiquity in science and engineering. The simulators describe a forward process…

机器学习 · 计算机科学 2024-06-07 Fabio Valerio Massoli , Tim Bakker , Thomas Hehn , Tribhuvanesh Orekondy , Arash Behboodi

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…

机器学习 · 计算机科学 2026-01-07 Minsu Kim , Jiayao Gu , Ye Yuan , Taeyoung Yun , Zixuan Liu , Yoshua Bengio , Can Chen