arXiv Machine Learning
3d ago

DisCoMBO: Steering Expert-in-the-Loop Black-Box Optimization via Distributional Conformance

DisCoMBO introduces the Distributional Conformance Score (DisCo), a bounded metric that blends the flexibility of Probabilistic Circuits with formal uncertainty quantification for Sequential Model-Based Optimization. DisCo measures model surprise in a [0,1] range, retaining linear-time inference while enabling accurate assessment of external knowledge conformance. The resulting DisCoMBO framework is proven to be a zero-regret algorithm and shows strong performance on benchmarks in AutoML, material optimization, and wind park optimization.

By Jonas Seng, Bennet Wittelsbach, Kristian Kersting
arXiv Machine Learning
Jun 11

Calibrating Decision Robustness via Inverse Conformal Risk Control

arXiv:2510. 07750v3 Announce Type: replace-cross Abstract: Robust optimization safeguards decisions against uncertainty by optimizing against worst-case scenarios, yet their effectiveness hinges on a prespecified robustness level that is often chosen ad hoc, leading to either insufficient protection or overly conservative and costly solutions.

By Wenbin Zhou, Shixiang Zhu