Black Box Optimization
Black-box optimization (BBO) tackles the challenge of optimizing functions whose internal workings are unknown, focusing on efficiently finding optimal solutions through iterative evaluations. Current research emphasizes developing more efficient and robust algorithms, including those based on Bayesian optimization, evolutionary strategies, and neural networks (e.g., physics-informed neural networks, transformers), often incorporating techniques like surrogate modeling and multi-fidelity approaches to manage computational costs. BBO's significance lies in its broad applicability across diverse fields, from engineering design and materials science to machine learning hyperparameter tuning and even adversarial attacks on machine learning models, enabling efficient exploration of complex search spaces.
Papers
OPTION: OPTImization Algorithm Benchmarking ONtology
Ana Kostovska, Diederick Vermetten, Carola Doerr, Saso Džeroski, Panče Panov, Tome Eftimov
Discovering Evolution Strategies via Meta-Black-Box Optimization
Robert Tjarko Lange, Tom Schaul, Yutian Chen, Tom Zahavy, Valentin Dallibard, Chris Lu, Satinder Singh, Sebastian Flennerhag
HPO X ELA: Investigating Hyperparameter Optimization Landscapes by Means of Exploratory Landscape Analysis
Lennart Schneider, Lennart Schäpermeier, Raphael Patrick Prager, Bernd Bischl, Heike Trautmann, Pascal Kerschke
Reinforcement learning with experience replay and adaptation of action dispersion
Paweł Wawrzyński, Wojciech Masarczyk, Mateusz Ostaszewski