Pierre Osselin

Xingchen Wan, Pierre Osselin, Henry Kenlay et al. · oxford

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and do not make use of information about the function values; on the other hand, Bayesian optimisation is a class of promising black-box solvers with superior sample efficiency, but it has been scarcely been applied to such novel setups. To fill this gap, we propose a novel Bayesian optimisation framework that optimises over functions defined on generic, large-scale and potentially unknown graphs. Through the learning of suitable kernels on graphs, our framework has the advantage of adapting to the behaviour of the target function. The local modelling approach further guarantees the efficiency of our method. Extensive experiments on both synthetic and real-world graphs demonstrate the effectiveness of the proposed optimisation framework.

Pierre Osselin, Masaki Adachi, Xiaowen Dong et al.

Zeroth-order local optimisation algorithms are essential for solving real-valued black-box optimisation problems. Among these, Natural Evolution Strategies (NES) represent a prominent class, particularly well-suited for scenarios where prior distributions are available. By optimising the objective function in the space of search distributions, NES algorithms naturally integrate prior knowledge during initialisation, making them effective in settings such as semi-supervised learning and user-prior belief frameworks. However, due to their reliance on random sampling and Monte Carlo estimates, NES algorithms can suffer from limited sample efficiency. In this paper, we introduce a novel class of algorithms, termed Probabilistic Natural Evolutionary Strategy Algorithms (ProbNES), which enhance the NES framework with Bayesian quadrature. We show that ProbNES algorithms consistently outperforms their non-probabilistic counterparts as well as global sample efficient methods such as Bayesian Optimisation (BO) or $π$BO across a wide range of tasks, including benchmark test functions, data-driven optimisation tasks, user-informed hyperparameter tuning tasks and locomotion tasks.