arXiv Machine Learning

Machine Learning Algorithms for Improving Black Box Optimization Solvers

arXiv AI
Sep 23

Artificial Neural Networks as Surrogate Models in Black Box Optimization

arXiv:2609.22329v1 Announce Type: cross Abstract: Black-Box Optimization (BBO) is often applied in several engineering fields and can utilize an advancement of numerical measure- ments and simulation...

By Md Khadimul Islam Zim (Czech Academy of Sciences, Institute of Computer Science, Prague, Czech Republic), Martin Hole\v{n}a (Czech Academy of Sciences, Institute of Computer Science, Prague, Czech Republic)
arXiv AI
Oct 9

Learning to Orchestrate Evolutionary Search: Progression-Aware Deep Reinforcement Learning for Dynamic DE-CMA-ES Coordination in Optimization and Structural Model Updating

The paper introduces DRL-DCO, a Deep Reinforcement Learning‑governed dynamic orchestration of Differential Evolution and CMA‑ES for high‑dimensional structural model updating. A DDPG actor‑critic agent uses a progression‑aware state and diversity‑informed reward to continuously reallocate resources between exploration and exploitation, while controlling population size, elite preservation, and restarts. The trained actor can operate in a supervision‑free inference mode, enabling fast deployment with maintained performance, and demonstrates superior convergence accuracy and robustness on benchmark optimization and structural health monitoring problems.

By Lechen Li (State Key Laboratory of Internet of Things for Smart City, University of Macau, Macau 519000, China, College of Water Conservancy and Hydropower Engineering, Hohai University, Nanjing 210098, China), Rongye Shi (School of Artificial Intelligence, Beihang University, Beijing 100191, China), Wanhuan Zhou (State Key Laboratory of Internet of Things for Smart City, University of Macau, Macau 519000, China)
arXiv AI
Oct 9

A Closer Look at Agentic BBO: Benchmarking LLM Agents for Black-Box Optimization

The paper introduces AgenticBBO-Bench, a cross‑domain benchmark for evaluating large language model agents on black‑box optimization tasks such as synthetic functions, hyperparameter tuning, database tuning, chip design, and molecular design. Experiments show that agentic BBO outperforms direct LLM‑based methods in all five domains and beats the best numerical optimizers in four. The study also analyzes the impact of optimization tools, task semantics, prior knowledge, and the LLM’s role, finding that numerical tools are not consistently helpful, task semantics are broadly useful, and numerical optimizers can capitalize on agent‑generated search trajectories.

By Ming Chen, Rong-Xi Tan, Ke Xue, Yu-Jie Zhou, Taiye Lu, Zhi-Xuan Gao, Peng Xie, Zijun Shen, Chen Lu, Haopu Shang, Chao Qian
arXiv Machine Learning
Sep 2

Accelerating Reinforcement Learning via MPC Solver-Gradient Guidance for Weights-varying MPC

The paper introduces Solver-Gradient Guided Reinforcement Learning (SG‑RL), a method that augments standard RL with bounded gradients from a differentiable MPC solver to adapt cost‑function weights online. SG‑RL integrates solver‑gradient guidance into PPO through actor‑update scaling, policy loss, advantage estimation, and value‑function learning, achieving comparable or superior closed‑loop performance while requiring up to 70.6% fewer samples. Experiments on two autonomous racing platforms with intentional model mismatch demonstrate that SG‑RL outperforms both RL and gradient‑based policy learning baselines and generalizes zero‑shot to unseen environments.

By Baha Zarrouki, Arslan Thobani, Jasper Hoffmann, Mattia Piccinini, Rudolf Reiter, Felix Jahncke, S\'ebastien Gros, Davide Scaramuzza, Johannes Betz
arXiv AI
Oct 28

BoLT: A Benchmark to Democratize Black-box Optimization Research for Expensive LLM Tasks

BoLT is a new benchmark designed to make black-box optimization research for large language model (LLM) tasks more accessible. It presents a suite of realistic LLM optimization problems—covering multi‑fidelity, multi‑objective, heteroscedastic noise, and high‑dimensional search spaces—grounded in thousands of real experiments and represented by lightweight surrogate models. The authors evaluate a wide range of Bayesian and other black‑box optimization methods on BoLT, finding that some BO techniques consistently outperform others and revealing gaps in current methods for LLM optimization.

By Ruth Wan Theng Chew, Zhiliang Chen, Apivich Hemachandra, Bryan Kian Hsiang Low
arXiv Statistics ML
Oct 2

IQS-BO: In-Context Query Selection for Bayesian Optimisation

IQS-BO introduces an in‑context query selection method for Bayesian optimisation that learns to choose evaluation points via supervised learning on synthetic priors. The approach uses a Prior‑data Fitted Network (PFN) to predict, in a single forward pass, the probability that each candidate maximises the objective, thereby amortising the decision step and eliminating the need for costly surrogate refitting or acquisition maximisation. Experiments show that IQS‑BO matches or surpasses traditional Gaussian‑process‑based BO and other in‑context methods on both synthetic and real‑world benchmarks, and that a mixture prior combining GP samples with challenging function types further improves performance.

By Luca Geminiani, Nadja Klein
arXiv Machine Learning
Sep 24

tidyHEBO: Robust General-Purpose Bayesian Optimization with Model-Consistent Warping and Pareto Search

tidyHEBO is a BoTorch-native Bayesian optimization tool that jointly applies Yeo-Johnson output warping to a Gaussian‑process surrogate, evaluates acquisition functions on the original objective scale, and conducts constrained cumulative Pareto search across multiple acquisition criteria. Using only default settings, it outperformed other methods on the Olympus benchmark and performed strongly on synthetic, Needle‑in‑a‑Haystack, and Bayesmark tasks, while adaptive batching offered a trade‑off between parallelization and optimization quality. These results position tidyHEBO as a robust, reproducible optimizer suitable for diverse practical problems, including scientific applications and hyperparameter tuning.

By L. A. Zhukov, E. V. Shaburova, D. V. Antonets