Mina Konaković Luković

Yunsheng Tian, Ane Zuniga, Xinwei Zhang et al.

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are feasible due to some physical or system limitations. These issues lead to an even more challenging problem of optimizing an unknown function with unknown constraints. In this paper, we observe that in such scenarios optimal solution typically lies on the boundary between feasible and infeasible regions of the design space, making it considerably more difficult than that with interior optima. Inspired by this observation, we propose BE-CBO, a new Bayesian optimization method that efficiently explores the boundary between feasible and infeasible designs. To identify the boundary, we learn the constraints with an ensemble of neural networks that outperform the standard Gaussian Processes for capturing complex boundaries. Our method demonstrates superior performance against state-of-the-art methods through comprehensive experiments on synthetic and real-world benchmarks. Code available at: https://github.com/yunshengtian/BE-CBO

Jamison Meindl, Yunsheng Tian, Tony Cui et al.

Global optimization of expensive, derivative-free black-box functions requires extreme sample efficiency. While Bayesian optimization (BO) is the current state-of-the-art, its performance hinges on surrogate and acquisition function hyper-parameters that are often hand-tuned and fail to generalize across problem landscapes. We present ZeroShotOpt, a general-purpose, pretrained model for continuous black-box optimization tasks ranging from 2D to 20D. Our approach leverages offline reinforcement learning on large-scale optimization trajectories collected from 12 BO variants. To scale pretraining, we generate millions of synthetic Gaussian process-based functions with diverse landscapes, enabling the model to learn transferable optimization policies. As a result, ZeroShotOpt achieves robust zero-shot generalization on a wide array of unseen benchmarks, matching or surpassing the sample efficiency of leading global optimizers, including BO, while also offering a reusable foundation for future extensions and improvements. Our open-source code, dataset, and model are available at: https://github.com/jamisonmeindl/zeroshotopt

Yunsheng Tian, Mina Konaković Luković, Timothy Erps et al.

We present AutoOED, an Optimal Experiment Design platform powered with automated machine learning to accelerate the discovery of optimal solutions. The platform solves multi-objective optimization problems in time- and data-efficient manner by automatically guiding the design of experiments to be evaluated. To automate the optimization process, we implement several multi-objective Bayesian optimization algorithms with state-of-the-art performance. AutoOED is open-source and written in Python. The codebase is modular, facilitating extensions and tailoring the code, serving as a testbed for machine learning researchers to easily develop and evaluate their own multi-objective Bayesian optimization algorithms. An intuitive graphical user interface (GUI) is provided to visualize and guide the experiments for users with little or no experience with coding, machine learning, or optimization. Furthermore, a distributed system is integrated to enable parallelized experimental evaluations by independent workers in remote locations. The platform is available at https://autooed.org.