Benchmarking surrogate-based optimisation algorithms on expensive black-box functions

Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation. In the literature, these algorithms are usually evaluated with synthetic benchmarks which are well established but have no expensive objective...

Continuous Surrogate-Based Optimization Algorithms Are Well-Suited for Expensive Discrete Problems

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an approximate solution to the original problem. In the case of discrete problems, recent research has...