arXiv:2602. 03901v5 Announce Type: replace Abstract: The pursuit of optimal trade-offs in high-dimensional search spaces under stringent computational constraints poses a fundamental challenge for contemporary multi-objective optimization.
arXiv:2606. 04468v1 Announce Type: cross Abstract: Offline multi-objective optimization (Offline MOO) aims to discover novel Pareto-optimal designs based on static datasets without expensive environment interactions.
NeuroWeaver is an autonomous evolutionary agent that designs EEG analysis pipelines by framing pipeline engineering as a discrete constrained optimization problem solved with large language model–driven code generation. It uses a Domain‑Informed Subspace Initialization to keep the search within neuroscientifically plausible solutions and a Multi‑Objective Evolutionary Optimization to balance performance, novelty, and efficiency. On five diverse benchmarks, NeuroWeaver produces lightweight pipelines that outperform state‑of‑the‑art task‑specific methods and match or exceed large foundation models while using far fewer parameters.
The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.
The paper proposes a Bayesian decision framework for multiobjective optimization under uncertainty, focusing on maximizing the expected hypervolume over a finite set of input points. It demonstrates that gradient‑based stochastic optimization can be applied, especially when dominated points are handled carefully, and suggests using Gaussian Processes as differentiable surrogate models when direct gradients are unavailable. Additionally, the authors introduce active learning strategies via acquisition functions to build surrogate models tailored to the multiobjective problem and evaluate these strategies on simple analytical benchmarks.
arXiv:2606. 00862v1 Announce Type: cross Abstract: Surrogate-assisted evolutionary algorithms (SAEAs) have been widely used for expensive black-box optimization problems.
The paper introduces KENDO, a unified framework that combines Ensemble Gaussian Processes with disagreement‑aware acquisition strategies to address hyperparameter selection in Bayesian optimization and active learning. By replacing costly hyperparameter sampling with a kernel ensemble and adaptive Bayesian weighting, KENDO‑BO and KENDO‑AL provide self‑correcting mechanisms tailored to their respective tasks. Experiments on synthetic and real‑world benchmarks show that KENDO‑BO matches or outperforms state‑of‑the‑art methods while cutting computational cost up to fivefold, and KENDO‑AL delivers better predictive calibration with up to 27‑times speedup compared to MCMC‑based baselines.
arXiv:2607. 23480v1 Announce Type: new Abstract: Variational autoencoders (VAEs) transform high-dimensional, often noisy data into a compact latent representation, making downstream optimization more tractable.
arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.
arXiv:2603. 24567v2 Announce Type: replace-cross Abstract: Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions.
arXiv:2608. 00641v2 Announce Type: replace Abstract: Bayesian optimization (BO) relies on a surrogate model and an acquisition function, yet the most suitable choices vary across tasks and optimization stages.
arXiv:2607. 23408v1 Announce Type: new Abstract: Expensive black-box optimization is ubiquitous in science and engineering, where function evaluations are costly and the evaluation budget is limited.
HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.