相关论文: Targeted Variance Reduction: Robust Bayesian Optim…

Black-box discrete optimization (BB-DO) problems arise in many real-world applications, such as neural architecture search and mathematical model estimation. A key challenge in BB-DO is epistasis among parameters where multiple variables…

Precise reconstruction of unknown quantum states from measurement data, a process commonly called quantum state tomography, is a crucial component in the development of quantum information processing technologies. Many different tomography…

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) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…

We study first-order algorithms that are uniformly stable for empirical risk minimization (ERM) problems that are convex and smooth with respect to $p$-norms, $p \geq 1$. We propose a black-box reduction method that, by employing properties…

Black-box optimization algorithms have been widely used in various machine learning problems, including reinforcement learning and prompt fine-tuning. However, directly optimizing the training loss value, as commonly done in existing…

Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…

Optimizing risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) of a general loss distribution is usually difficult, because 1) the loss function might lack structural properties such as convexity or…

Integrating unmanned aerial vehicles into daily use requires controllers that ensure stable flight, efficient energy use, and reduced noise. Proportional integral derivative controllers remain standard but are highly sensitive to gain…

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Despite the popularity and practical success of total variation (TV) regularization for function estimation, surprisingly little is known about its theoretical performance in a statistical setting. While TV regularization has been known for…

This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional…

We propose a novel algorithm, TR-SVR, for solving unconstrained stochastic optimization problems. This method builds on the trust-region framework, which effectively balances local and global exploration in optimization tasks. TR-SVR…

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary…

Bayesian optimization (BO) is an efficient framework for optimizing expensive black-box functions. However, it is typically formulated as learning an end-to-end mapping from inputs to scalar objectives, thereby discarding the potentially…

Achieving the full promise of the Thermodynamic Variational Objective (TVO), a recently proposed variational lower bound on the log evidence involving a one-dimensional Riemann integral approximation, requires choosing a "schedule" of…

Robust regression techniques rely on least-squares optimization, which works well for Gaussian noise but fails in the presence of asymmetric structured noise. We propose a hybrid neural-symbolic architecture where a transformer encoder…

One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

As climate change increases the threat of weather-related disasters, research on weather control is gaining importance. The objective of weather control is to mitigate disaster risks by administering interventions with optimal timing,…