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Oct 16

Population Based Training of Neural Networks

Neural networks dominate the modern machine learning landscape, but their training and success still suffer from sensitivity to empirical choices of hyperparameters such as model architecture, loss function, and optimisation algorithm. In this work we present Population Based Training (PBT), a simple asynchronous optimisation algorithm which effectively utilises a fixed computational budget to jointly optimise a population of models and their hyperparameters to maximise performance. Importantly, PBT discovers a schedule of hyperparameter settings rather than following the generally sub-optimal strategy of trying to find a single fixed set to use for the whole course of training. With just a small modification to a typical distributed hyperparameter training framework, our method allows robust and reliable training of models. We demonstrate the effectiveness of PBT on deep reinforcement learning problems, showing faster wall-clock convergence and higher final performance of agents by optimising over a suite of hyperparameters. In addition, we show the same method can be applied to supervised learning for machine translation, where PBT is used to maximise the BLEU score directly, and also to training of Generative Adversarial Networks to maximise the Inception score of generated images. In all cases PBT results in the automatic discovery of hyperparameter schedules and model selection which results in stable training and better final performance.

  • 12 authors
·
Nov 27, 2017

Improving Pareto Set Learning for Expensive Multi-objective Optimization via Stein Variational Hypernetworks

Expensive multi-objective optimization problems (EMOPs) are common in real-world scenarios where evaluating objective functions is costly and involves extensive computations or physical experiments. Current Pareto set learning methods for such problems often rely on surrogate models like Gaussian processes to approximate the objective functions. These surrogate models can become fragmented, resulting in numerous small uncertain regions between explored solutions. When using acquisition functions such as the Lower Confidence Bound (LCB), these uncertain regions can turn into pseudo-local optima, complicating the search for globally optimal solutions. To address these challenges, we propose a novel approach called SVH-PSL, which integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks for efficient Pareto set learning. Our method addresses the issues of fragmented surrogate models and pseudo-local optima by collectively moving particles in a manner that smooths out the solution space. The particles interact with each other through a kernel function, which helps maintain diversity and encourages the exploration of underexplored regions. This kernel-based interaction prevents particles from clustering around pseudo-local optima and promotes convergence towards globally optimal solutions. Our approach aims to establish robust relationships between trade-off reference vectors and their corresponding true Pareto solutions, overcoming the limitations of existing methods. Through extensive experiments across both synthetic and real-world MOO benchmarks, we demonstrate that SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive multi-objective optimization problems.

  • 5 authors
·
Dec 23, 2024

Robust Model-Based Optimization for Challenging Fitness Landscapes

Protein design, a grand challenge of the day, involves optimization on a fitness landscape, and leading methods adopt a model-based approach where a model is trained on a training set (protein sequences and fitness) and proposes candidates to explore next. These methods are challenged by sparsity of high-fitness samples in the training set, a problem that has been in the literature. A less recognized but equally important problem stems from the distribution of training samples in the design space: leading methods are not designed for scenarios where the desired optimum is in a region that is not only poorly represented in training data, but also relatively far from the highly represented low-fitness regions. We show that this problem of "separation" in the design space is a significant bottleneck in existing model-based optimization tools and propose a new approach that uses a novel VAE as its search model to overcome the problem. We demonstrate its advantage over prior methods in robustly finding improved samples, regardless of the imbalance and separation between low- and high-fitness training samples. Our comprehensive benchmark on real and semi-synthetic protein datasets as well as solution design for physics-informed neural networks, showcases the generality of our approach in discrete and continuous design spaces. Our implementation is available at https://github.com/sabagh1994/PGVAE.

  • 6 authors
·
May 22, 2023

Constrained composite Bayesian optimization for rational synthesis of polymeric particles

Polymeric nano- and micro-scale particles have critical roles in tackling critical healthcare and energy challenges with their miniature characteristics. However, tailoring their synthesis process to meet specific design targets has traditionally depended on domain expertise and costly trial-and-errors. Recently, modeling strategies, particularly Bayesian optimization (BO), have been proposed to aid materials discovery for maximized/minimized properties. Coming from practical demands, this study for the first time integrates constrained and composite Bayesian optimization (CCBO) to perform efficient target value optimization under black-box feasibility constraints and limited data for laboratory experimentation. Using a synthetic problem that simulates electrospraying, a model nanomanufacturing process, CCBO strategically avoided infeasible conditions and efficiently optimized particle production towards predefined size targets, surpassing standard BO pipelines and providing decisions comparable to human experts. Further laboratory experiments validated CCBO capability to guide the rational synthesis of poly(lactic-co-glycolic acid) (PLGA) particles with diameters of 300 nm and 3.0 mum via electrospraying. With minimal initial data and unknown experiment constraints, CCBO reached the design targets within 4 iterations. Overall, the CCBO approach presents a versatile and holistic optimization paradigm for next-generation target-driven particle synthesis empowered by artificial intelligence (AI).

  • 4 authors
·
Nov 6, 2024

PFGM++: Unlocking the Potential of Physics-Inspired Generative Models

We introduce a new family of physics-inspired generative models termed PFGM++ that unifies diffusion models and Poisson Flow Generative Models (PFGM). These models realize generative trajectories for N dimensional data by embedding paths in N{+}D dimensional space while still controlling the progression with a simple scalar norm of the D additional variables. The new models reduce to PFGM when D{=}1 and to diffusion models when D{to}infty. The flexibility of choosing D allows us to trade off robustness against rigidity as increasing D results in more concentrated coupling between the data and the additional variable norms. We dispense with the biased large batch field targets used in PFGM and instead provide an unbiased perturbation-based objective similar to diffusion models. To explore different choices of D, we provide a direct alignment method for transferring well-tuned hyperparameters from diffusion models (D{to} infty) to any finite D values. Our experiments show that models with finite D can be superior to previous state-of-the-art diffusion models on CIFAR-10/FFHQ 64{times}64 datasets, with FID scores of 1.91/2.43 when D{=}2048/128. In class-conditional setting, D{=}2048 yields current state-of-the-art FID of 1.74 on CIFAR-10. In addition, we demonstrate that models with smaller D exhibit improved robustness against modeling errors. Code is available at https://github.com/Newbeeer/pfgmpp

  • 6 authors
·
Feb 8, 2023

Finite-Sample Approximation of Hessian-Guided Perturbed Wasserstein Gradient Flows

Wasserstein gradient flow extends gradient descent to probability measures. Its Hessian-guided perturbed variant (PWGF) adds Gaussian perturbations to escape saddle points in nonconvex problems. We investigate when its approximation by finitely many interacting particles remains accurate over growing time horizons. Our analysis retains the curvature accumulated along the population-driven reference path: negative curvature can amplify approximation errors, while subsequent positive curvature can damp their influence. This captures favorable scenarios in which temporary instability is compatible with accurate tracking over growing horizons. Under regularity assumptions and a prescribed common perturbation schedule, we prove particle and objective-value tracking bounds on a high-probability event for reference paths satisfying explicit conditions on accumulated curvature. To handle state-dependent Gaussian jumps, we construct a population-first coupling that preserves the reference particles' conditional independence and reduces jump errors to covariance comparison. We verify the conditions in a variance-plus-cosine model, where curvature recovery yields a growing-horizon tracking guarantee. We also establish local attraction, transverse descent, and positive second variation in two regions of a regularized matrix-factorization model, motivating a positive-negative-positive curvature pattern.

  • 3 authors
·
Oct 6

Aligning Optimization Trajectories with Diffusion Models for Constrained Design Generation

Generative models have had a profound impact on vision and language, paving the way for a new era of multimodal generative applications. While these successes have inspired researchers to explore using generative models in science and engineering to accelerate the design process and reduce the reliance on iterative optimization, challenges remain. Specifically, engineering optimization methods based on physics still outperform generative models when dealing with constrained environments where data is scarce and precision is paramount. To address these challenges, we introduce Diffusion Optimization Models (DOM) and Trajectory Alignment (TA), a learning framework that demonstrates the efficacy of aligning the sampling trajectory of diffusion models with the optimization trajectory derived from traditional physics-based methods. This alignment ensures that the sampling process remains grounded in the underlying physical principles. Our method allows for generating feasible and high-performance designs in as few as two steps without the need for expensive preprocessing, external surrogate models, or additional labeled data. We apply our framework to structural topology optimization, a fundamental problem in mechanical design, evaluating its performance on in- and out-of-distribution configurations. Our results demonstrate that TA outperforms state-of-the-art deep generative models on in-distribution configurations and halves the inference computational cost. When coupled with a few steps of optimization, it also improves manufacturability for out-of-distribution conditions. By significantly improving performance and inference efficiency, DOM enables us to generate high-quality designs in just a few steps and guide them toward regions of high performance and manufacturability, paving the way for the widespread application of generative models in large-scale data-driven design.

  • 4 authors
·
May 29, 2023

Self-Improving Language Models with Bidirectional Evolutionary Search

Search has been proposed as an effective method for self-improving language models and agentic systems, both for post-training sample generation and for inference. However, widely used methods such as best-of-N sampling and tree search face two fundamental limitations: they are guided by sparse verification signals, and they construct candidates primarily through autoregressive expansion, restricting exploration to regions with substantial model probability mass. To address these, we propose Bidirectional Evolutionary Search (BES), a search framework that couples forward candidate evolution with backward goal decomposition. In the forward search, BES augments standard expansion with evolution operators that recombine partial trajectories to generate candidates that are difficult to obtain from a single model rollout. In the backward search, BES recursively decomposes the original task into checkable sub-goals, producing dense intermediate feedback that guides forward search. We provide motivation illustrating that candidates generated by expansion-only search may be confined to a narrow entropy shell, while evolution operators may escape it. Experiments show that on challenging post-training tasks where mainstream post-training algorithms fail to improve, BES enables consistent gains. At inference time, BES outperforms existing open-source frameworks on three open problem solving benchmarks in both average and best-case performance, and outperforms majority voting and Monte Carlo Tree Search on mathematical reasoning and competitive programming benchmarks. Code and trained models are available at https://github.com/Embodied-Minds-Lab/BES.

POLCA: Stochastic Generative Optimization with LLM

Optimizing complex systems, ranging from LLM prompts to multi-turn agents, traditionally requires labor-intensive manual iteration. We formalize this challenge as a stochastic generative optimization problem where a generative language model acts as the optimizer, guided by numerical rewards and text feedback to discover the best system. We introduce Prioritized Optimization with Local Contextual Aggregation (POLCA), a scalable framework designed to handle stochasticity in optimization -- such as noisy feedback, sampling minibatches, and stochastic system behaviors -- while effectively managing the unconstrained expansion of solution space. POLCA maintains a priority queue to manage the exploration-exploitation tradeoff, systematically tracking candidate solutions and their evaluation histories. To enhance efficiency, we integrate an varepsilon-Net mechanism to maintain parameter diversity and an LLM Summarizer to perform meta-learning across historical trials. We theoretically prove that POLCA converges to near-optimal candidate solutions under stochasticity. We evaluate our framework on diverse benchmarks, including τ-bench, HotpotQA (agent optimization), VeriBench (code translation) and KernelBench (CUDA kernel generation). Experimental results demonstrate that POLCA achieves robust, sample and time-efficient performance, consistently outperforming state-of-the-art algorithms in both deterministic and stochastic problems. The codebase for this work is publicly available at https://github.com/rlx-lab/POLCA.

deepmind Deepmind
·
Mar 15 2

Voronoi-Elitism Genetic Algorithm: A Generic Derivative-Free Routine With Theory and Implementation for Statistical Optimization

In this paper, we propose a generic optimization approach for challenging objective functions that finds applications in various statistical problems. We focus on objective functions with two parameter blocks of one amenable to analytic optimization, and another that is irregular or computationally expensive. To address this setting, we propose the Voronoi-Elitism Genetic Algorithm (VEGA), a derivative-free optimization method that embeds geometric information into genetic search. The proposed algorithm retains elite candidates and constructs Voronoi-based neighborhoods around them, whose crossover and self-adaptive mutation balance exploitation of promising solutions with exploration of under-covered regions. We study the high dimensional behavior of genetic search by analyzing distance concentration, and the effects of population size and shrinking mutation, which shows that the algorithm improves spatial coverage and yields sharper distance bounds under limited computational budgets. Simulation studies are conducted to compare VEGA with two genetic-type algorithms competitors in finite samples. A real data application on Stack Exchange activity data further illustrates its ability to identify stable structural changes, implying the algorithm is computationally flexible for high-dimensional, derivative-free optimization and applicable for various statistical problems.

  • 3 authors
·
May 30

Mitigating Premature Exploitation in Particle-based Monte Carlo for Inference-Time Scaling

Inference-Time Scaling (ITS) improves language models by allocating more computation at generation time. Particle Filtering (PF) has emerged as a strong ITS method for complex mathematical reasoning tasks, but it is vulnerable when guided by process reward models, which often assign overconfident scores early in the reasoning process. This causes PF to suffer from premature exploitation: it myopically commits to locally promising trajectories, prunes potentially correct hypotheses, and converges to suboptimal solutions. This failure mode, known as particle impoverishment, is especially severe under constrained computational budgets. To address this, we analyze the problem and identify two root causes: a lack of diversity in the particle set due to overconfident resampling and consequent inability to assess the potential of a reasoning path. We introduce Entropic Particle Filtering (ePF), an algorithm that integrates two new techniques to solve these issues. The first technique, Entropic Annealing (EA), directly mitigates particle impoverishment by monitoring search diversity via entropy; when diversity drops, it intervenes by dynamically annealing the resampling distribution to preserve exploration. The second, an enhancement called Look-ahead Modulation (LaM), adds a predictive guide to evaluate a state's potential based on its successors. On several challenging math benchmarks, ePF significantly outperforms strong baselines and achieves up to a 50 % relative improvement in task reward. Together, these methods improve PF's resilience by balancing the exploration of diverse solution spaces with the exploitation of high-reward regions, ultimately leading to higher-quality solutions.

  • 7 authors
·
Oct 7, 2025

Gradient is All You Need?

In this paper we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies in the fact that CBO is provably globally convergent to global minimizers for ample classes of nonsmooth and nonconvex objective functions, hence, on the one side, offering a novel explanation for the success of stochastic relaxations of gradient descent. On the other side, contrary to the conventional wisdom for which zero-order methods ought to be inefficient or not to possess generalization abilities, our results unveil an intrinsic gradient descent nature of such heuristics. This viewpoint furthermore complements previous insights into the working principles of CBO, which describe the dynamics in the mean-field limit through a nonlinear nonlocal partial differential equation that allows to alleviate complexities of the nonconvex function landscape. Our proofs leverage a completely nonsmooth analysis, which combines a novel quantitative version of the Laplace principle (log-sum-exp trick) and the minimizing movement scheme (proximal iteration). In doing so, we furnish useful and precise insights that explain how stochastic perturbations of gradient descent overcome energy barriers and reach deep levels of nonconvex functions. Instructive numerical illustrations support the provided theoretical insights.

  • 4 authors
·
Jun 16, 2023

Stochastic Interpolants: A Unifying Framework for Flows and Diffusions

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.

  • 3 authors
·
Mar 15, 2023

Light Schrödinger Bridge

Despite the recent advances in the field of computational Schr\"odinger Bridges (SB), most existing SB solvers are still heavy-weighted and require complex optimization of several neural networks. It turns out that there is no principal solver which plays the role of simple-yet-effective baseline for SB just like, e.g., k-means method in clustering, logistic regression in classification or Sinkhorn algorithm in discrete optimal transport. We address this issue and propose a novel fast and simple SB solver. Our development is a smart combination of two ideas which recently appeared in the field: (a) parameterization of the Schr\"odinger potentials with sum-exp quadratic functions and (b) viewing the log-Schr\"odinger potentials as the energy functions. We show that combined together these ideas yield a lightweight, simulation-free and theoretically justified SB solver with a simple straightforward optimization objective. As a result, it allows solving SB in moderate dimensions in a matter of minutes on CPU without a painful hyperparameter selection. Our light solver resembles the Gaussian mixture model which is widely used for density estimation. Inspired by this similarity, we also prove an important theoretical result showing that our light solver is a universal approximator of SBs. Furthemore, we conduct the analysis of the generalization error of our light solver. The code for our solver can be found at https://github.com/ngushchin/LightSB

  • 3 authors
·
Oct 2, 2023

ParetoFlow: Guided Flows in Multi-Objective Optimization

In offline multi-objective optimization (MOO), we leverage an offline dataset of designs and their associated labels to simultaneously minimize multiple objectives. This setting more closely mirrors complex real-world problems compared to single-objective optimization. Recent works mainly employ evolutionary algorithms and Bayesian optimization, with limited attention given to the generative modeling capabilities inherent in such data. In this study, we explore generative modeling in offline MOO through flow matching, noted for its effectiveness and efficiency. We introduce ParetoFlow, specifically designed to guide flow sampling to approximate the Pareto front. Traditional predictor (classifier) guidance is inadequate for this purpose because it models only a single objective. In response, we propose a multi-objective predictor guidance module that assigns each sample a weight vector, representing a weighted distribution across multiple objective predictions. A local filtering scheme is introduced to address non-convex Pareto fronts. These weights uniformly cover the entire objective space, effectively directing sample generation towards the Pareto front. Since distributions with similar weights tend to generate similar samples, we introduce a neighboring evolution module to foster knowledge sharing among neighboring distributions. This module generates offspring from these distributions, and selects the most promising one for the next iteration. Our method achieves state-of-the-art performance across various tasks.

  • 4 authors
·
Feb 19, 2025

Meta Flow Matching: Integrating Vector Fields on the Wasserstein Manifold

Numerous biological and physical processes can be modeled as systems of interacting entities evolving continuously over time, e.g. the dynamics of communicating cells or physical particles. Learning the dynamics of such systems is essential for predicting the temporal evolution of populations across novel samples and unseen environments. Flow-based models allow for learning these dynamics at the population level - they model the evolution of the entire distribution of samples. However, current flow-based models are limited to a single initial population and a set of predefined conditions which describe different dynamics. We argue that multiple processes in natural sciences have to be represented as vector fields on the Wasserstein manifold of probability densities. That is, the change of the population at any moment in time depends on the population itself due to the interactions between samples. In particular, this is crucial for personalized medicine where the development of diseases and their respective treatment response depends on the microenvironment of cells specific to each patient. We propose Meta Flow Matching (MFM), a practical approach to integrating along these vector fields on the Wasserstein manifold by amortizing the flow model over the initial populations. Namely, we embed the population of samples using a Graph Neural Network (GNN) and use these embeddings to train a Flow Matching model. This gives MFM the ability to generalize over the initial distributions unlike previously proposed methods. We demonstrate the ability of MFM to improve prediction of individual treatment responses on a large scale multi-patient single-cell drug screen dataset.

  • 8 authors
·
Aug 26, 2024 2

A Survey on the Optimization of Large Language Model-based Agents

With the rapid development of Large Language Models (LLMs), LLM-based agents have been widely adopted in various fields, becoming essential for autonomous decision-making and interactive tasks. However, current work typically relies on prompt design or fine-tuning strategies applied to vanilla LLMs, which often leads to limited effectiveness or suboptimal performance in complex agent-related environments. Although LLM optimization techniques can improve model performance across many general tasks, they lack specialized optimization towards critical agent functionalities such as long-term planning, dynamic environmental interaction, and complex decision-making. Although numerous recent studies have explored various strategies to optimize LLM-based agents for complex agent tasks, a systematic review summarizing and comparing these methods from a holistic perspective is still lacking. In this survey, we provide a comprehensive review of LLM-based agent optimization approaches, categorizing them into parameter-driven and parameter-free methods. We first focus on parameter-driven optimization, covering fine-tuning-based optimization, reinforcement learning-based optimization, and hybrid strategies, analyzing key aspects such as trajectory data construction, fine-tuning techniques, reward function design, and optimization algorithms. Additionally, we briefly discuss parameter-free strategies that optimize agent behavior through prompt engineering and external knowledge retrieval. Finally, we summarize the datasets and benchmarks used for evaluation and tuning, review key applications of LLM-based agents, and discuss major challenges and promising future directions. Our repository for related references is available at https://github.com/YoungDubbyDu/LLM-Agent-Optimization.

  • 7 authors
·
Mar 16, 2025

Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement

Optimizing multiple competing black-box objectives is a challenging problem in many fields, including science, engineering, and machine learning. Multi-objective Bayesian optimization (MOBO) is a sample-efficient approach for identifying the optimal trade-offs between the objectives. However, many existing methods perform poorly when the observations are corrupted by noise. We propose a novel acquisition function, NEHVI, that overcomes this important practical limitation by applying a Bayesian treatment to the popular expected hypervolume improvement (EHVI) criterion and integrating over this uncertainty in the Pareto frontier. We argue that, even in the noiseless setting, generating multiple candidates in parallel is an incarnation of EHVI with uncertainty in the Pareto frontier and therefore can be addressed using the same underlying technique. Through this lens, we derive a natural parallel variant, qNEHVI, that reduces computational complexity of parallel EHVI from exponential to polynomial with respect to the batch size. qNEHVI is one-step Bayes-optimal for hypervolume maximization in both noisy and noiseless environments, and we show that it can be optimized effectively with gradient-based methods via sample average approximation. Empirically, we demonstrate not only that qNEHVI is substantially more robust to observation noise than existing MOBO approaches, but also that it achieves state-of-the-art optimization performance and competitive wall-times in large-batch environments.

  • 3 authors
·
Oct 25, 2021

Flow-based Extremal Mathematical Structure Discovery

The discovery of extremal structures in mathematics requires navigating vast and nonconvex landscapes where analytical methods offer little guidance and brute-force search becomes intractable. We introduce FlowBoost, a closed-loop generative framework that learns to discover rare and extremal geometric structures by combining three components: (i) a geometry-aware conditional flow-matching model that learns to sample high-quality configurations, (ii) reward-guided policy optimization with action exploration that directly optimizes the generation process toward the objective while maintaining diversity, and (iii) stochastic local search for both training-data generation and final refinement. Unlike prior open-loop approaches, such as PatternBoost that retrains on filtered discrete samples, or AlphaEvolve which relies on frozen Large Language Models (LLMs) as evolutionary mutation operators, FlowBoost enforces geometric feasibility during sampling, and propagates reward signal directly into the generative model, closing the optimization loop and requiring much smaller training sets and shorter training times, and reducing the required outer-loop iterations by orders of magnitude, while eliminating dependence on LLMs. We demonstrate the framework on four geometric optimization problems: sphere packing in hypercubes, circle packing maximizing sum of radii, the Heilbronn triangle problem, and star discrepancy minimization. In several cases, FlowBoost discovers configurations that match or exceed the best known results. For circle packings, we improve the best known lower bounds, surpassing the LLM-based system AlphaEvolve while using substantially fewer computational resources.

Learning a Particle Dynamics Model with Real-world Videos

Data-driven learning approaches for physics simulation, sometimes referred to as world models, have emerged as promising alternatives to traditional physics simulators due to their differentiable nature. Prior work has demonstrated impressive results in predicting the motions of rigid and non-rigid objects in complex scenes involving multiple interacting bodies. However, these models are typically trained in simulated environments because obtaining perfect state information such as complete scene point clouds and point correspondences over time is challenging in real-world settings. This reliance on synthetic data can limit their applicability when the sim-to-real gap is large. In this work, we aim to overcome these limitations by introducing a novel framework for training neural object dynamics models directly from unlabeled real-world videos. Specifically, we propose to learn a particle-based dynamics model compatible with a Gaussian splatting framework, which operates on dense particles derived from Gaussians (i.e., particles with scales and rotations) and predicts their position and rotation changes over time. The model is trained via rendering supervision, enabling learning from real-world videos without requiring particle-level labeled states. Our model operates directly on dense Gaussians without relying on heuristic subsampling anchor points. To enable this study, we also present a real-world dataset consisting of about 500 videos capturing diverse object interactions.

  • 3 authors
·
May 21

A Multi-objective Evolutionary Algorithm Based on Bi-population with Uniform Sampling for Neural Architecture Search

Neural architecture search (NAS) automates neural network design, improving efficiency over manual approaches. However, efficiently discovering high-performance neural network architectures that simultaneously optimize multiple objectives remains a significant challenge in NAS. Existing methods often suffer from limited population diversity and inadequate exploration of the search space, particularly in regions with extreme complexity values. To address these challenges, we propose MOEA-BUS, an innovative multi-objective evolutionary algorithm based on bi-population with uniform sampling for neural architecture search, aimed at simultaneously optimizing both accuracy and network complexity. In MOEA-BUS, a novel uniform sampling method is proposed to initialize the population, ensuring that architectures are distributed uniformly across the objective space. Furthermore, to enhance exploration, we deploy a bi-population framework where two populations evolve synergistically, facilitating comprehensive search space coverage. Experiments on CIFAR-10 and ImageNet demonstrate MOEA-BUS's superiority, achieving top-1 accuracies of 98.39% on CIFAR-10, and 80.03% on ImageNet. Notably, it achieves 78.28% accuracy on ImageNet with only 446M MAdds. Ablation studies confirm that both uniform sampling and bi-population mechanisms enhance population diversity and performance. Additionally, in terms of the Kendall's tau coefficient, the SVM achieves an improvement of at least 0.035 compared to the other three commonly used machine learning models, and uniform sampling provided an enhancement of approximately 0.07.

  • 7 authors
·
Feb 9

Intrinsic Selection and Particle Resampling for Inference-Time Scaling Beyond Domain Verifiability

Inference-Time Scaling (ITS) has largely succeeded in verifiable domains like math and coding, where cheap verification enables scalable output selection. However, extending ITS to tasks prone to systematic failure - driven by faulty initial assumptions or unmet multidimensional constraints - typically relies on costly external solvers or brittle, model-based verifiers. Our key insight is that the intrinsic statistics of parallel sample sets, specifically length-adjusted tail entropy, provide a robust discriminative signal for solution quality without access to ground truth. Crucially, these statistics serve as a difficulty gate for adaptive compute allocation, dynamically routing problems across scaling regimes. First, Intrinsic Selection (iS) ranks candidates post-hoc, matching consensus-based algorithms across three domains and improving engineering design selection by 20% over pass@1 baselines. Second, Intrinsic Particle Filtering (iPF) generalizes this to step-level resampling, guiding generation toward high-confidence reasoning trajectories to improve pass@1 by 6.1 points on average on hard math problems. Finally, Particle Distillation (dPF) injects privileged guidance via early logit blending and KL-guided resampling, steering generation past systematic reasoning errors to satisfy expert rubrics, yielding up to 26.5% gains on complex clinical responses. Our pipeline applies seamlessly across broad-purpose, domain-specialized, and multimodal architectures, successfully extending ITS to open-ended domains without requiring trained reward models or exact ground-truth verification.

  • 8 authors
·
Jun 6

A Physics-Informed, Global-in-Time Neural Particle Method for the Spatially Homogeneous Landau Equation

We propose a physics-informed neural particle method (PINN--PM) for the spatially homogeneous Landau equation. The method adopts a Lagrangian interacting-particle formulation and jointly parameterizes the time-dependent score and the characteristic flow map with neural networks. Instead of advancing particles through explicit time stepping, the Landau dynamics is enforced via a continuous-time residual defined along particle trajectories. This design removes time-discretization error and yields a mesh-free solver that can be queried at arbitrary times without sequential integration. We establish a rigorous stability analysis in an L^2_v framework. The deviation between learned and exact characteristics is controlled by three interpretable sources: (i) score approximation error, (ii) empirical particle approximation error, and (iii) the physics residual of the neural flow. This trajectory estimate propagates to density reconstruction, where we derive an L^2_v error bound for kernel density estimators combining classical bias--variance terms with a trajectory-induced contribution. Using Hyvarinen's identity, we further relate the oracle score-matching gap to the L^2_v score error and show that the empirical loss concentrates at the Monte Carlo rate, yielding computable a posteriori accuracy certificates. Numerical experiments on analytical benchmarks, including the two- and three-dimensional BKW solutions, as well as reference-free configurations, demonstrate stable transport, preservation of macroscopic invariants, and competitive or improved accuracy compared with time-stepping score-based particle and blob methods while using significantly fewer particles.

  • 4 authors
·
Mar 11 1

Efficient and Principled Scientific Discovery through Bayesian Optimization: A Tutorial

Traditional scientific discovery relies on an iterative hypothesise-experiment-refine cycle that has driven progress for centuries, but its intuitive, ad-hoc implementation often wastes resources, yields inefficient designs, and misses critical insights. This tutorial presents Bayesian Optimisation (BO), a principled probability-driven framework that formalises and automates this core scientific cycle. BO uses surrogate models (e.g., Gaussian processes) to model empirical observations as evolving hypotheses, and acquisition functions to guide experiment selection, balancing exploitation of known knowledge and exploration of uncharted domains to eliminate guesswork and manual trial-and-error. We first frame scientific discovery as an optimisation problem, then unpack BO's core components, end-to-end workflows, and real-world efficacy via case studies in catalysis, materials science, organic synthesis, and molecule discovery. We also cover critical technical extensions for scientific applications, including batched experimentation, heteroscedasticity, contextual optimisation, and human-in-the-loop integration. Tailored for a broad audience, this tutorial bridges AI advances in BO with practical natural science applications, offering tiered content to empower cross-disciplinary researchers to design more efficient experiments and accelerate principled scientific discovery.

  • 14 authors
·
Mar 31 2

PhyGDPO: Physics-Aware Groupwise Direct Preference Optimization for Physically Consistent Text-to-Video Generation

Recent advances in text-to-video (T2V) generation have achieved good visual quality, yet synthesizing videos that faithfully follow physical laws remains an open challenge. Existing methods mainly based on graphics or prompt extension struggle to generalize beyond simple simulated environments or learn implicit physical reasoning. The scarcity of training data with rich physics interactions and phenomena is also a problem. In this paper, we first introduce a Physics-Augmented video data construction Pipeline, PhyAugPipe, that leverages a vision-language model (VLM) with chain-of-thought reasoning to collect a large-scale training dataset, PhyVidGen-135K. Then we formulate a principled Physics-aware Groupwise Direct Preference Optimization, PhyGDPO, framework that builds upon the groupwise Plackett-Luce probabilistic model to capture holistic preferences beyond pairwise comparisons. In PhyGDPO, we design a Physics-Guided Rewarding (PGR) scheme that embeds VLM-based physics rewards to steer optimization toward physical consistency. We also propose a LoRA-Switch Reference (LoRA-SR) scheme that eliminates memory-heavy reference duplication for efficient training. Experiments show that our method significantly outperforms state-of-the-art open-source methods on PhyGenBench and VideoPhy2. Please check our project page at https://caiyuanhao1998.github.io/project/PhyGDPO for more video results. Our code, models, and data will be released at https://github.com/caiyuanhao1998/Open-PhyGDPO

facebook AI at Meta
·
Dec 30, 2025 4

BOCoDe: Engineering-Centered Benchmarking for Bayesian Optimization

Bayesian optimization (BO) is a sample-efficient, surrogate-based approach to black-box optimization (BBO), but its evaluation remains dominated by synthetic functions and hyperparameter optimization (HPO) tasks that are typically low-dimensional and single-objective. Engineering design poses a substantially different regime: problems are physics-based, often high-dimensional, constrained by requirements such as cost and manufacturability, and may involve multiple objectives or mixed variables. To close this benchmarking gap, we introduce BOCoDe, an open-source, PyTorch-native benchmark comprising 307 BBO problems, including 159 engineering design tasks and widely used synthetic and HPO benchmarks. Each problem includes cited provenance and machine-readable metadata that supports programmatic discovery, including by LLM-based agents, and all tasks are exposed through a unified API compatible with open-source BO libraries. We evaluate 31 BO and evolutionary algorithms across five problem classes spanning single- and multi-objective optimization, constrained and unconstrained settings, and mixed-variable search spaces. Analyses of problem structure show that engineering tasks uniquely span constrained and multi-objective settings that synthetic and HPO suites rarely cover, while embeddings from a tabular foundation model separate them most clearly from HPO tasks. Algorithm rankings also vary substantially across domains; in several problem classes, rankings obtained on standard benchmarks do not transfer to engineering tasks. BOCoDe establishes a reproducible and extensible foundation for developing and evaluating BO methods that better reflect the demands of engineering design. Code & data can be found at https://github.com/rosenyu304/BOCoDe

  • 5 authors
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Aug 14

On the Collapse of Generative Paths: A Criterion and Correction for Diffusion Steering

Inference-time steering enables pretrained diffusion/flow models to be adapted to new tasks without retraining. A widely used approach is the ratio-of-densities method, which defines a time-indexed target path by reweighting probability-density trajectories from multiple models with positive, or in some cases, negative exponents. This construction, however, harbors a critical and previously unformalized failure mode: Marginal Path Collapse, where intermediate densities become non-normalizable even though endpoints remain valid. Collapse arises systematically when composing heterogeneous models trained on different noise schedules or datasets, including a common setting in molecular design where de-novo, conformer, and pocket-conditioned models must be combined for tasks such as flexible-pose scaffold decoration. We provide a novel and complete solution for the problem. First, we derive a simple path existence criterion that predicts exactly when collapse occurs from noise schedules and exponents alone. Second, we introduce Adaptive path Correction with Exponents (ACE), which extends Feynman-Kac steering to time-varying exponents and guarantees a valid probability path. On a synthetic 2D benchmark and on flexible-pose scaffold decoration, ACE eliminates collapse and enables high-guidance compositional generation, improving distributional and docking metrics over constant-exponent baselines and even specialized task-specific scaffold decoration models. Our work turns ratio-of-densities steering with heterogeneous experts from an unstable heuristic into a reliable tool for controllable generation.

  • 9 authors
·
Dec 10, 2025

Flow Network based Generative Models for Non-Iterative Diverse Candidate Generation

This paper is about the problem of learning a stochastic policy for generating an object (like a molecular graph) from a sequence of actions, such that the probability of generating an object is proportional to a given positive reward for that object. Whereas standard return maximization tends to converge to a single return-maximizing sequence, there are cases where we would like to sample a diverse set of high-return solutions. These arise, for example, in black-box function optimization when few rounds are possible, each with large batches of queries, where the batches should be diverse, e.g., in the design of new molecules. One can also see this as a problem of approximately converting an energy function to a generative distribution. While MCMC methods can achieve that, they are expensive and generally only perform local exploration. Instead, training a generative policy amortizes the cost of search during training and yields to fast generation. Using insights from Temporal Difference learning, we propose GFlowNet, based on a view of the generative process as a flow network, making it possible to handle the tricky case where different trajectories can yield the same final state, e.g., there are many ways to sequentially add atoms to generate some molecular graph. We cast the set of trajectories as a flow and convert the flow consistency equations into a learning objective, akin to the casting of the Bellman equations into Temporal Difference methods. We prove that any global minimum of the proposed objectives yields a policy which samples from the desired distribution, and demonstrate the improved performance and diversity of GFlowNet on a simple domain where there are many modes to the reward function, and on a molecule synthesis task.

  • 5 authors
·
Jun 8, 2021

Reinforcement Learning on the Discrete Composition Channel of a Crystal Generator: Validated Gains and Reward Hacking

Inverse materials design is a long-standing goal of computational materials discovery. Generative models for crystalline materials are typically trained to match the distribution of a structure database, while nothing in their training objective points them at specific design goals such as targeted properties. We use group-relative policy optimization (GRPO) to align a generative model based on stochastic interpolants and discrete flow matching with general black-box reward functions through reinforcement learning. Atom types are generated by a discrete flow and the policy gradient of our generalization of GRPO directly acts on the likelihoods of the atom-type transitions, which differentiates our work from previous reinforcement-learning approaches for diffusion and flow-based generative models of crystalline materials. We introduce a reward function that raises the yield of metastable, unique and novel structures (mSUN) from 13.4% for the pretrained model to 45.5% for the reinforced model, as evaluated by a community benchmark. Our reward also improves the performance of a reinforcement learning framework for crystalline materials based on latent denoising diffusion models. At the same time, we find that directly reinforcing atom-type transition likelihoods enables reward exploitation that has to be prevented with explicit guards. The same analysis also exposes a gap in the community metric. Single-element structures in distinct packings are counted as metastable, unique and novel materials and inflate mSUN without yielding any new compounds. A stability claim is only as good as its reference hull. We report every result split by the number of reference phases behind it and argue that benchmarks should do the same.

  • 7 authors
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Oct 1

MCMC: Bridging Rendering, Optimization and Generative AI

Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution. Markov Chain Monte Carlo (MCMC) methods are particularly effective in drawing samples from such complex, high-dimensional distributions. This makes MCMC methods an integral component for models like EBMs, ensuring accurate sample generation. Gradient-based optimization is at the core of modern generative models. The update step during the optimization forms a Markov chain where the new update depends only on the current state. This allows exploration of the parameter space in a memoryless manner, thus combining the benefits of gradient-based optimization and MCMC sampling. MCMC methods have shown an equally important role in physically based rendering where complex light paths are otherwise quite challenging to sample from simple importance sampling techniques. A lot of research is dedicated towards bringing physical realism to samples (images) generated from diffusion-based generative models in a data-driven manner, however, a unified framework connecting these techniques is still missing. In this course, we take the first steps toward understanding each of these components and exploring how MCMC could potentially serve as a bridge, linking these closely related areas of research. Our course aims to provide necessary theoretical and practical tools to guide students, researchers and practitioners towards the common goal of generative physically based rendering. All Jupyter notebooks with demonstrations associated to this tutorial can be found on the project webpage: https://sinbag.github.io/mcmc/

  • 2 authors
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Oct 10, 2025

WorldParticle: Unified World Simulation of Lagrangian Particle Dynamics via Transformer

A unified simulator that can model diverse physical phenomena without solver-specific redesign is a long-standing goal across simulation science. We present a learning-based particle simulator built on a single transformer architecture to model cloth, elastic solds, Newtonian and non-Newtonian fluids, granular materials, and molecular dynamics. Our model follows a prediction-correction design on a shared Lagrangian particle representation. An explicit predictor first advances particles under the known external forces, producing an intermediate state that captures externally driven motion but not inter-particle interactions. A learned corrector then predicts the residual position and velocity updates through three stages: a particle tokenizer that encodes local particle-particle, particle-boundary, and topology-guided interactions; a super-token encoder that hierarchically merges particle tokens into a compact set of super tokens via alternating self-attention and token merging; and a super-token decoder that lifts these super tokens back to particle resolution through cross-attention to predict per-particle position and velocity corrections. Progressive token merging reduces the attention cost at successive encoder layers by halving the token count at each level, and the decoder communicates through the compact super-token set rather than full particle-to-particle attention. Across the six dynamics categories, the same architecture generalizes to unseen materials, boundary configurations, initial conditions, and external forces. We further demonstrate downstream interactive control, inverse design, and learning from real-world manipulation data, reducing the need for per-phenomenon solver engineering.

  • 16 authors
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May 19

FluxLite: Inference-Time Proposal Control for Discrete Diffusion Models

Many inference-time tasks for pretrained discrete diffusion models and diffusion language models reduce to drawing samples from a tilted version of the pretrained distribution. Feynman-Kac sequential Monte Carlo (SMC) makes this correction exact in principle, but its prescribed weights routinely degenerate when the proposal dynamics are misaligned with the tilt, capping the practical gains from additional particles. We introduce FluxLite, a lightweight, training-free proposal-control framework for discrete diffusion. On the sparse directed graph of pretrained reverse rates, any sparse jump-rate perturbation can be exactly compensated by a q_t-weighted graph-divergence term in the Feynman-Kac potential; the target path is therefore preserved while the residual reweighting variance becomes a local convex objective. We instantiate this principle as two practical samplers: a one-hop local reallocation rule (HEU) and a small nonnegative quadratic program over pretrained-rate bases (D-VCG). We further prove population stability under the standard score-entropy training loss, identifying a tilted-path coverage factor that governs robustness to score error, together with finite-particle convergence for a fixed controlled Feynman-Kac recursion. Empirically, FluxLite improves over standard Feynman-Kac SMC baselines by up to two orders of magnitude in terminal KL on an analytically tractable finite-state CTMC benchmark, and reduces row-correlation MSE on 2D Ising sampling by 5-7x in geometric mean and up to 55x at peak.

  • 5 authors
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Sep 27

Accelerating Vehicle Routing via AI-Initialized Genetic Algorithms

Vehicle Routing Problems (VRP) are an extension of the Traveling Salesperson Problem and are a fundamental NP-hard challenge in combinatorial optimization. Solving VRP in real-time at large scale has become critical in numerous applications, from growing markets like last-mile delivery to emerging use-cases like interactive logistics planning. Such applications involve solving similar problem instances repeatedly, yet current state-of-the-art solvers treat each instance on its own without leveraging previous examples. We introduce a novel optimization framework that uses a reinforcement learning agent - trained on prior instances - to quickly generate initial solutions, which are then further optimized by genetic algorithms. Our framework, Evolutionary Algorithm with Reinforcement Learning Initialization (EARLI), consistently outperforms current state-of-the-art solvers across various time scales. For example, EARLI handles vehicle routing with 500 locations within 1s, 10x faster than current solvers for the same solution quality, enabling applications like real-time and interactive routing. EARLI can generalize to new data, as demonstrated on real e-commerce delivery data of a previously unseen city. Our hybrid framework presents a new way to combine reinforcement learning and genetic algorithms, paving the road for closer interdisciplinary collaboration between AI and optimization communities towards real-time optimization in diverse domains.

  • 8 authors
·
Apr 8, 2025

Evolution Strategies at the Hyperscale

We introduce Evolution Guided General Optimization via Low-rank Learning (EGGROLL), an evolution strategies (ES) algorithm designed to scale backprop-free optimization to large population sizes for modern large neural network architectures with billions of parameters. ES is a set of powerful blackbox optimisation methods that can handle non-differentiable or noisy objectives with excellent scaling potential through parallelisation. Na{ï}ve ES becomes prohibitively expensive at scale due to the computational and memory costs associated with generating matrix perturbations EinR^{mtimes n} and the batched matrix multiplications needed to compute per-member forward passes. EGGROLL overcomes these bottlenecks by generating random matrices Ain R^{mtimes r}, Bin R^{ntimes r} with rll min(m,n) to form a low-rank matrix perturbation A B^top that are used in place of the full-rank perturbation E. As the overall update is an average across a population of N workers, this still results in a high-rank update but with significant memory and computation savings, reducing the auxiliary storage from mn to r(m+n) per layer and the cost of a forward pass from O(mn) to O(r(m+n)) when compared to full-rank ES. A theoretical analysis reveals our low-rank update converges to the full-rank update at a fast Oleft(1{r}right) rate. Our experiments show that (1) EGGROLL does not compromise the performance of ES in tabula-rasa RL settings, despite being faster, (2) it is competitive with GRPO as a technique for improving LLM reasoning, and (3) EGGROLL enables stable pre-training of nonlinear recurrent language models that operate purely in integer datatypes.

  • 16 authors
·
Nov 20, 2025

Parallel Bayesian Optimization of Agent-based Transportation Simulation

MATSim (Multi-Agent Transport Simulation Toolkit) is an open source large-scale agent-based transportation planning project applied to various areas like road transport, public transport, freight transport, regional evacuation, etc. BEAM (Behavior, Energy, Autonomy, and Mobility) framework extends MATSim to enable powerful and scalable analysis of urban transportation systems. The agents from the BEAM simulation exhibit 'mode choice' behavior based on multinomial logit model. In our study, we consider eight mode choices viz. bike, car, walk, ride hail, driving to transit, walking to transit, ride hail to transit, and ride hail pooling. The 'alternative specific constants' for each mode choice are critical hyperparameters in a configuration file related to a particular scenario under experimentation. We use the 'Urbansim-10k' BEAM scenario (with 10,000 population size) for all our experiments. Since these hyperparameters affect the simulation in complex ways, manual calibration methods are time consuming. We present a parallel Bayesian optimization method with early stopping rule to achieve fast convergence for the given multi-in-multi-out problem to its optimal configurations. Our model is based on an open source HpBandSter package. This approach combines hierarchy of several 1D Kernel Density Estimators (KDE) with a cheap evaluator (Hyperband, a single multidimensional KDE). Our model has also incorporated extrapolation based early stopping rule. With our model, we could achieve a 25% L1 norm for a large-scale BEAM simulation in fully autonomous manner. To the best of our knowledge, our work is the first of its kind applied to large-scale multi-agent transportation simulations. This work can be useful for surrogate modeling of scenarios with very large populations.

An Embedding-Dynamic Approach to Self-supervised Learning

A number of recent self-supervised learning methods have shown impressive performance on image classification and other tasks. A somewhat bewildering variety of techniques have been used, not always with a clear understanding of the reasons for their benefits, especially when used in combination. Here we treat the embeddings of images as point particles and consider model optimization as a dynamic process on this system of particles. Our dynamic model combines an attractive force for similar images, a locally dispersive force to avoid local collapse, and a global dispersive force to achieve a globally-homogeneous distribution of particles. The dynamic perspective highlights the advantage of using a delayed-parameter image embedding (a la BYOL) together with multiple views of the same image. It also uses a purely-dynamic local dispersive force (Brownian motion) that shows improved performance over other methods and does not require knowledge of other particle coordinates. The method is called MSBReg which stands for (i) a Multiview centroid loss, which applies an attractive force to pull different image view embeddings toward their centroid, (ii) a Singular value loss, which pushes the particle system toward spatially homogeneous density, (iii) a Brownian diffusive loss. We evaluate downstream classification performance of MSBReg on ImageNet as well as transfer learning tasks including fine-grained classification, multi-class object classification, object detection, and instance segmentation. In addition, we also show that applying our regularization term to other methods further improves their performance and stabilize the training by preventing a mode collapse.

  • 5 authors
·
Jul 7, 2022

DSO: Aligning 3D Generators with Simulation Feedback for Physical Soundness

Most 3D object generators focus on aesthetic quality, often neglecting physical constraints necessary in applications. One such constraint is that the 3D object should be self-supporting, i.e., remains balanced under gravity. Prior approaches to generating stable 3D objects used differentiable physics simulators to optimize geometry at test-time, which is slow, unstable, and prone to local optima. Inspired by the literature on aligning generative models to external feedback, we propose Direct Simulation Optimization (DSO), a framework to use the feedback from a (non-differentiable) simulator to increase the likelihood that the 3D generator outputs stable 3D objects directly. We construct a dataset of 3D objects labeled with a stability score obtained from the physics simulator. We can then fine-tune the 3D generator using the stability score as the alignment metric, via direct preference optimization (DPO) or direct reward optimization (DRO), a novel objective, which we introduce, to align diffusion models without requiring pairwise preferences. Our experiments show that the fine-tuned feed-forward generator, using either DPO or DRO objective, is much faster and more likely to produce stable objects than test-time optimization. Notably, the DSO framework works even without any ground-truth 3D objects for training, allowing the 3D generator to self-improve by automatically collecting simulation feedback on its own outputs.

  • 4 authors
·
Mar 28, 2025 2

Multi-fidelity Bayesian Optimization in Engineering Design

Resided at the intersection of multi-fidelity optimization (MFO) and Bayesian optimization (BO), MF BO has found a niche in solving expensive engineering design optimization problems, thanks to its advantages in incorporating physical and mathematical understandings of the problems, saving resources, addressing exploitation-exploration trade-off, considering uncertainty, and processing parallel computing. The increasing number of works dedicated to MF BO suggests the need for a comprehensive review of this advanced optimization technique. In this paper, we survey recent developments of two essential ingredients of MF BO: Gaussian process (GP) based MF surrogates and acquisition functions. We first categorize the existing MF modeling methods and MFO strategies to locate MF BO in a large family of surrogate-based optimization and MFO algorithms. We then exploit the common properties shared between the methods from each ingredient of MF BO to describe important GP-based MF surrogate models and review various acquisition functions. By doing so, we expect to provide a structured understanding of MF BO. Finally, we attempt to reveal important aspects that require further research for applications of MF BO in solving intricate yet important design optimization problems, including constrained optimization, high-dimensional optimization, optimization under uncertainty, and multi-objective optimization.

  • 2 authors
·
Nov 21, 2023

A Tutorial on Bayesian Optimization

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gaussian process regression and three common acquisition functions: expected improvement, entropy search, and knowledge gradient. We then discuss more advanced techniques, including running multiple function evaluations in parallel, multi-fidelity and multi-information source optimization, expensive-to-evaluate constraints, random environmental conditions, multi-task Bayesian optimization, and the inclusion of derivative information. We conclude with a discussion of Bayesian optimization software and future research directions in the field. Within our tutorial material we provide a generalization of expected improvement to noisy evaluations, beyond the noise-free setting where it is more commonly applied. This generalization is justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications.

  • 1 authors
·
Jul 8, 2018