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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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173347520693 · Jun 202019922001200920172026
48 results for Black-box Function

New method optimizes black-box functions using generative models and Wasserstein distance.

problem Optimizing black-box functions with stochastic responses in high dimensions.
method Deep generative surrogate models and Wasserstein distance for uncertainty estimation.
result Method outperforms state-of-the-art methods in robustness to function shape and stochasticity.

P-BO reduces black-box adversarial attacks by 10x with Bayesian optimization and function prior.

problem Efficiently generating adversarial examples against black-box models.
method Prior-guided Bayesian Optimization (P-BO) with a function prior initialized from a surrogate model.
result Significantly reduces the number of queries needed for adversarial attacks.

IReEn reveals functionality of black-box agents via iterative neural synthesis.

problem Revealing the functionality of a black-box agent without privileged information.
method Iterative refinement of candidate programs using neural program synthesis.
result The approach finds a functional equivalent program in 78% of cases, outperforming state-of-the-art.

Efficiently optimizes boolean functions using multilinear polynomials and exponential weight updates.

problem Optimizing boolean functions over the boolean hypercube with high computational cost.
method Proposes a computationally efficient algorithm using multilinear polynomials and exponential weight updates.
result Improves computational time up to several orders of magnitude compared to state-of-the-art algorithms.

Optimizes target value in stochastic black box functions.

problem Finding input to minimize expected squared error to target value.
method Derives acquisition functions for expected improvement, probability of improvement, and lower confidence bound, assuming Gaussian aleatoric effects.
result Acquisition functions can outperform classical Bayesian optimization under certain conditions.

Recently, neural networks trained as optimizers under the "learning to learn" or meta-learning framework have been shown to be effective for a broad range of optimization tasks including derivative-free black-box function optimization. Recurrent neural networks (RNNs) trained to optimize a diverse set of synthetic non-…

2019-07-16abs ↗pdf ↗

A new method for optimizing black-box problems with constraints.

problem Optimizing black-box systems with multiple performance criteria and constraints.
method Developed a novel constrained Bayesian optimization approach based on the knowledge gradient method.
result A new acquisition function that balances optimality and feasibility.

LA-MCTS learns search space partition for black-box optimization using Monte Carlo Tree Search.

problem High-dimensional black-box optimization challenges.
method LA-MCTS recursively splits search space into regions with high/low function values, learns nonlinear partition and local models online.
result LA-MCTS achieves strong performance in black-box optimization and reinforcement learning benchmarks, especially for high-dimensional problems.

DiBO uses diffusion models to optimize high-dimensional black-box functions efficiently.

problem Optimizing high-dimensional and complex black-box functions efficiently.
method DiBO iterates two stages: training a diffusion model and casting candidate selection as posterior inference.
result DiBO outperforms state-of-the-art baselines across synthetic and real-world tasks.

New algorithms improve on consistency and robustness in convex function chasing with black-box advice.

problem Minimizing cost in normed vector space with black-box advice for convex function chasing.
method Two novel algorithms: INTERP and BDINTERP, exploiting convexity to achieve improved consistency and robustness.
result BDINTERP achieves near-optimal consistency-robustness trade-off for α-polyhedral cost functions.

Black-box optimization is primarily important for many compute-intensive applications, including reinforcement learning (RL), robot control, etc. This paper presents a novel theoretical framework for black-box optimization, in which our method performs stochastic update with the implicit natural gradient of an exponent…

2019-10-09abs ↗pdf ↗

Paper proposes a new black-box attack approach to minimize visual distortion.

problem Constructing adversarial examples that minimize visual distortion in a black-box threat model.
method Learning the noise distribution of adversarial examples to approximate the gradient of a non-differentiable loss function.
result The proposed attack results in much lower visual distortion compared to state-of-the-art black-box attacks.

In this paper, we consider the problem of black box continuous submodular maximization where we only have access to the function values and no information about the derivatives is provided. For a monotone and continuous DR-submodular function, and subject to a bounded convex body constraint, we propose Black-box Contin…

2019-01-28abs ↗pdf ↗

MPHD transfers knowledge across different domains for Bayesian optimization.

problem Optimizing functions with unknown or diverse domains.
method MPHD uses neural nets to map domain-specific contexts to GP specifications, enabling transfer learning across heterogeneous search spaces.
result MPHD improves black-box function optimization performance on diverse domains.

Bayesian optimisation tackles expensive black-box functions with constraints.

problem Optimizing constrained black-box functions in machine learning and simulation.
method Proposes a new Knowledge Gradient acquisition function for constrained Bayesian optimisation.
result Demonstrates superior performance over four state-of-the-art constrained Bayesian optimisation algorithms.

Bayesian Algorithm Execution uses mutual information to infer properties of black-box functions efficiently.

problem Estimating computable properties of expensive black-box functions with limited evaluations.
method Sequentially choosing queries that maximize mutual information with respect to the algorithm's output.
result InfoBAX reduces query counts by up to 500 times compared to the original algorithm.

BARK optimizes black-box functions using Bayesian Additive Regression Trees.

problem Bayesian optimization of complex, black-box functions with uncertainty quantification.
method BART Kernel using tree agreement for posterior over piecewise-constant functions, explored using MCMC.
result BARK obtains samples of Gaussian processes for function distributions, enabling acquisition functions for optimization.

New estimator optimizes black-box model errors in semiparametric estimation.

problem How nuisance estimation errors affect low-dimensional target parameters in semiparametric models.
method Proposed a new estimator achieving a sharper rate of convergence.
result The first-order stochastic error of nuisance estimation can be eliminated.

ECP optimizes expensive functions without knowing Lipschitz constant.

problem Optimizing expensive, non-convex functions with unknown Lipschitz constants.
method ECP minimizes evaluations by focusing on potentially optimal regions, eliminating Lipschitz constant estimation.
result Guaranteed no-regret performance and minimax-optimal regret bounds.

Bayesian optimization outperformed random search in machine learning hyperparameter tuning challenge.

problem Optimizing hyperparameters of machine learning models using derivative-free methods.
method Bayesian optimization vs. random search on real datasets.
result Bayesian optimization significantly outperformed random search in held-out objective functions.

SurvBeX explains ML survival models using Beran estimator.

problem Interpreting predictions of machine learning survival models.
method Uses modified Beran estimator as surrogate model to compute feature impacts.
result SurvBeX minimizes mean distance between black-box and surrogate model survival functions.

Pseudo-Bayesian Optimization improves black-box function optimization using simple local regression.

problem Optimizing expensive black-box functions with uncertainty quantification.
method Axiomatic framework for convergence guarantees, combined with simple local regression and randomized prior.
result Empirically superior algorithms outperform state-of-the-art benchmarks in various applications.

New method for interpreting complex ML models.

problem Interpreting complex black-box ML models.
method Functional decomposition of black-box predictions into simpler subfunctions.
result Main effects provide insights into feature contributions and interactions.

Method optimizes diffusion model generation to meet user preferences.

problem Optimizing diffusion model generation with only black-box target scores.
method Covariance-adaptive sequential optimization algorithm for black-box optimization.
result Proves superior performance in achieving better target scores.

A new one-point feedback scheme improves ZO algorithms for black-box optimization.

problem Optimizing black-box functions without gradient information.
method Proposes a one-point feedback scheme to estimate gradients using residuals.
result Matches query complexity of two-point schemes for deterministic Lipschitz functions.

PCTS optimizes noisy, delayed, multi-fidelity feedbacks in black-box optimization.

problem Optimizing unknown functions with noisy, delayed, and multi-fidelity feedbacks.
method ProCrastinated Tree Search (PCTS) with DUCB1 and DUCBV algorithms.
result PCTS achieves better regret bounds for delayed, noisy, and multi-fidelity feedbacks.

New method improves HPO interpretability without sacrificing performance.

problem Difficulty in understanding HPO algorithms due to black-box nature.
method Coupling Bayesian optimization with Bayesian Algorithm Execution.
result More reliable IML explanations without compromising optimization performance.

We address challenges in collaborative black-box optimization through three frameworks.

problem Challenges in distributed experimentation, heterogeneity, and privacy in black-box optimization.
method Three unifying frameworks: global, local, and predictive.
result Shift from descriptive/predictive to prescriptive federated learning in black-box optimization.

Optimal first-order methods are shown to be fundamental limits in functional estimation.

problem Optimal functional estimation under weak conditions.
method Formalization of functional estimation with black-box nuisance function estimates and derivation of minimax lower bounds.
result First-order methods are optimal under weak conditions, but higher-order methods can outperform them when nuisance function structure is known.

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and inefficient treatment of uncertainty associated with the black-box output. We first …

2019-11-06abs ↗pdf ↗

Proposes a new MOBO framework for better estimation of uncertain parameters in expensive black-box functions.

problem Estimating the unknown utopia in multi-objective optimization problems with expensive black-box functions.
method Nested weighted Tchebycheff Multi-objective Bayesian Optimization (WTB-MOBO) with ensemble model selection.
result Improves MOBO performance by selecting the best model from an ensemble of predictive models.