2 papers
math.OC2024
PMBO: Enhancing Black-Box Optimization through Multivariate Polynomial Surrogates
Janina Schreiber, Pau Batlle, Damar Wicaksono +1
We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO). The algorithm alternates polynomial approximation with Bayesian opt…
cs.LG2023
Polynomial-Model-Based Optimization for Blackbox Objectives
Janina Schreiber, Damar Wicaksono, Michael Hecht
For a wide range of applications the structure of systems like Neural Networks or complex simulations, is unknown and approximation is costly or even impossible. Black-box optimiza…