We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with intractable likelihoods. Optimization of these forward models is particularly challenging, especially when the simulator is stochastic. To address such cases, we introduce the use of deep generative models to iteratively approximate the simulator in local neighborhoods of the parameter space. We demonstrate that these local surrogates can be used to approximate the gradient of the simulator, and thus enable gradient-based optimization of simulator parameters. In cases where the dependence of the simulator on the parameter space is constrained to a low dimensional submanifold, we observe that our method attains minima faster than baseline methods, including Bayesian optimization, numerical optimization, and approaches using score function gradient estimators.
This paper investigates the control of an ML component within the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) devoted to black-box optimization. The known CMA-ES weakness is its sample complexity, the number of evaluations of the objective function needed to approximate the global optimum. This weakness is commonly addressed through surrogate optimization, learning an estimate of the objective function a.k.a. surrogate model, and replacing most evaluations of the true objective function with the (inexpensive) evaluation of the surrogate model. This paper presents a principled cont…
SURGIN: SURrogate-guided Generative INversion for subsurface multiphase flow with quantified uncertainty
Department of Geotechnical Engineering, College of Civil Engineering, Tongji University（同济大学土木工程学院地质工程系）；Key Laboratory of Geotechnical and Underground Engineering of Ministry of Education, Tongji University（教育部同济大学地质与地下工程重点实验室）；Physical Science and Engineering Division, King Abdullah University of Science and Technology (KAUST)（卡布斯科学与技术大学（KAUST）物理科学与工程系）；State Key Laboratory of Marine Geology, Tongji University（同济大学海洋地质国家重点实验室）；Tencent SSV（腾讯SSV）；Tencent SD（腾讯SD）
When a black-box optimization objective can only be evaluated with costly or noisy measurements, most standard optimization algorithms are unsuited to find the optimal solution. Specialized algorithms that deal with exactly this situation make use of surrogate models. These models are usually continuous and smooth, which is beneficial for continuous optimization problems, but not necessarily for combinatorial problems. However, by choosing the basis functions of the surrogate model in a certain way, we show that it can be guaranteed that the optimal solution of the surrogate model is integer. …
The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent efforts have taken advantage of the enabling technologies from the field of machine learning (e.g. deep neural networks) in combination with simulation data. While such strategies have shown promise even in higher-dimensional problems, they generally require large amounts of training data even though the construction of surrogates is by definition a Small Data pr…
Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室）；University of California, Berkeley（加州大学伯克利分校）
Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function and find the optimum. Tuning algorithmic parameters to optimize the performance of large, complicated "black-box" application codes is a specific important application, which aims at finding the optima of black-box functions. Within the Bayesian optimization framework, the Gaussian process model produces smooth or continuous sample paths. However, the black-…
Generative Bayesian Computation as a Scalable Alternative to Gaussian Process Surrogates
Booth School of Business, University of Chicago（芝加哥大学商学院）；Department of Systems Engineering and Operations Research, George Mason University（乔治·马歇尔大学系统工程与运营管理系）
Efficient Black-box Adversarial Attacks via Bayesian Optimization Guided by a Function Prior
Tsinghua University（清华大学）；JQ Investments（JQ投资）；Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）；RealAI；Kaiyuan International Mathematical Sciences Institute（开源国际数学科学研究院）
Physics-Informed Geometric Operators to Support Surrogate, Dimension Reduction and Generative Models for Engineering Design
BAR Technologies（BAR科技公司）；Nazarbayev University（纳扎尔巴耶夫大学）；University of Strathclyde（斯特拉斯克莱德大学）；Foundation for Research & Technology Hellas (FORTH)（希腊研究与技术基金会）；Texas A&M University（德克萨斯农工大学）
Jilin University（吉林大学）；Key Laboratory of Symbolic Computation and Knowledge Engineering of Ministry of Education（教育部符号计算与知识工程重点实验室）
Bayesian optimization (BO) is an effective method of finding the global optima of black-box functions. Recently BO has been applied to neural architecture search and shows better performance than pure evolutionary strategies. All these methods adopt Gaussian processes (GPs) as surrogate function, with the handcraft similarity metrics as input. In this work, we propose a Bayesian graph neural network as a new surrogate, which can automatically extract features from deep neural architectures, and use such learned features to fit and characterize black-box objectives and their uncertainty. Based …
University of British Columbia（不列颠哥伦比亚大学）；Inverted AI Ltd.（Inverted AI有限公司）；University of Oxford（牛津大学）；Convergent Manufacturing Technologies Inc.（Convergent制造技术公司）；Mila（米拉）
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and control flow of the reference simulator. Our surrogates target stochastic simulators where the number of random variables itself can be stochastic and potentially unbounded. Our framework further enables an automatic replacement of the reference simulator with the surrogate when undertaking amortized inference. The fidelity and speed of our surrogates allow…
Imperial College London（帝国理工学院）；RWTH Aachen（亚琛工业大学）；University College London（伦敦大学学院）
Diverse domains of science and engineering use parameterised mechanistic models. Engineers and scientists can often hypothesise several rival models to explain a specific process or phenomenon. Consider a model discrimination setting where we wish to find the best mechanistic, dynamic model candidate and the best model parameter estimates. Typically, several rival mechanistic models can explain the available data, so design of dynamic experiments for model discrimination helps optimally collect additional data by finding experimental settings that maximise model prediction divergence. We argue…
IBM Research（IBM研究院）；University of Freiburg（弗莱堡大学）
Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function (e.g. validation error). Unfortunately, evaluating the response function is computationally intensive. As a remedy, earlier work emphasizes the need for transfer learning surrogates which learn to optimize hyperparameters for an algorithm from other tasks. In contrast to previous work, we propose to rethink HPO as a few-shot learning problem in which we trai…
Stanford University（斯坦福大学）；University of Southern California（南加利福尼亚大学）；Google Research（谷歌研究院）
We address the problem of training models with black-box and hard-to-optimize metrics by expressing the metric as a monotonic function of a small number of easy-to-optimize surrogates. We pose the training problem as an optimization over a relaxed surrogate space, which we solve by estimating local gradients for the metric and performing inexact convex projections. We analyze gradient estimates based on finite differences and local linear interpolations, and show convergence of our approach under smoothness assumptions with respect to the surrogates. Experimental results on classification and …
Czech Technical University（捷克技术大学）；Charles University in Prague（布拉格查理大学）；Czech Academy of Sciences（捷克科学院）
Surrogate modeling has become a valuable technique for black-box optimization tasks with expensive evaluation of the objective function. In this paper, we investigate the relationship between the predictive accuracy of surrogate models and features of the black-box function landscape. We also study properties of features for landscape analysis in the context of different transformations and ways of selecting the input data. We perform the landscape analysis of a large set of data generated using runs of a surrogate-assisted version of the Covariance Matrix Adaptation Evolution Strategy on the …
A challenging problem in both engineering and computer science is that of minimising a function for which we have no mathematical formulation available, that is expensive to evaluate, and that contains continuous and integer variables, for example in automatic algorithm configuration. Surrogate-based algorithms are very suitable for this type of problem, but most existing techniques are designed with only continuous or only discrete variables in mind. Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) is a surrogate-based algorithm that uses a linear combination of rectified linear units, d…
Learning Surrogates for Offline Black-Box Optimization via Gradient Matching
Princeton University（普林斯顿大学）；Lewis-Sigler Institute of Integrative Genomics, Princeton University（普林斯顿大学刘易斯-西格勒整合基因组学研究所）；Washington State University（华盛顿州立大学）；School of Electrical Engineering and Computer Science, Washington State University（华盛顿州立大学电气与计算机工程学院）
A recent line of work on black-box adversarial attacks has revived the use of transfer from surrogate models by integrating it into query-based search. However, we find that existing approaches of this type underperform their potential, and can be overly complicated besides. Here, we provide a short and simple algorithm which achieves state-of-the-art results through a search which uses the surrogate network's class-score gradients, with no need for other priors or heuristics. The guiding assumption of the algorithm is that the studied networks are in a fundamental sense learning similar funct…
KU Leuven（鲁汶大学）；University of Amsterdam（阿姆斯特丹大学）；Université Laval（拉瓦尔大学）
Highly regulated industries, like banking and insurance, ask for transparent decision-making algorithms. At the same time, competitive markets are pushing for the use of complex black box models. We therefore present a procedure to develop a Model-Agnostic Interpretable Data-driven suRRogate (maidrr) suited for structured tabular data. Knowledge is extracted from a black box via partial dependence effects. These are used to perform smart feature engineering by grouping variable values. This results in a segmentation of the feature space with automatic variable selection. A transparent generali…
Warsaw University of Technology（华沙理工大学）；University of Warsaw（华沙大学）
Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature engineering, which is very time consuming. Can we train interpretable and accurate models, without timeless feature engineering? In this article, we show a method that uses elastic black-boxes as surrogate models to create a simpler, less opaque, yet still accurate and interpretable glass-box models. New models are created on newly engineered features extracted/le…
Sorbonne Université（索邦大学）；CNRS（法国国家科学研究中心）；AXA（安盛）；Polish Academy of Science（波兰科学院）
Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individual prediction made by the back-box. This paper highlights the importance of defining the right locality, the neighborhood on which a local surrogate is trained, in order to approximate accurately the local black-box decision boundary. Unfortunately, as shown in this paper, this issue is not only a parameter or sampling distribution challenge and has a major impact on the relevance and quality of the approximation of t…
AXA（安盛集团）；OECD（经济合作与发展组织）；Sorbonne Universite（索邦大学）；CNRS（法国国家科学研究中心）；Polish Academy of Science（波兰科学院）
Interpretable surrogates of black-box predictors trained on high-dimensional tabular datasets can struggle to generate comprehensible explanations in the presence of correlated variables. We propose a model-agnostic interpretable surrogate that provides global and local explanations of black-box classifiers to address this issue. We introduce the idea of concepts as intuitive groupings of variables that are either defined by a domain expert or automatically discovered using correlation coefficients. Concepts are embedded in a surrogate decision tree to enhance its comprehensibility. First expe…
MF-CLIP: Leveraging CLIP as Surrogate Models for No-box Adversarial Attacks
Hong Kong University of Science and Technology（香港科技大学）；University of Naples Federico II（那不勒斯费德里科二世大学）；Singapore Management University（新加坡管理大学）；Beijing Jiaotong University（北京交通大学）；National Lab of Pattern Recognition（模式识别国家重点实验室）；Institute of Automation, Chinese Academy of Sciences（中国科学院自动化研究所）；University of Chinese Academy of Sciences（中国科学院大学）
Surrogate explainers of black-box machine learning predictions are of paramount importance in the field of eXplainable Artificial Intelligence since they can be applied to any type of data (images, text and tabular), are model-agnostic and are post-hoc (i.e., can be retrofitted). The Local Interpretable Model-agnostic Explanations (LIME) algorithm is often mistakenly unified with a more general framework of surrogate explainers, which may lead to a belief that it is the solution to surrogate explainability. In this paper we empower the community to "build LIME yourself" (bLIMEy) by proposing a…
Black-box and preference-based optimization algorithms are global optimization procedures that aim to find the global solutions of an optimization problem using, respectively, the least amount of function evaluations or sample comparisons as possible. In the black-box case, the analytical expression of the objective function is unknown and it can only be evaluated through a (costly) computer simulation or an experiment. In the preference-based case, the objective function is still unknown but it corresponds to the subjective criterion of an individual. So, it is not possible to quantify such c…
EXPObench: Benchmarking Surrogate-based Optimisation Algorithms on Expensive Black-box Functions
School of Industrial Engineering, Eindhoven University of Technology（埃因霍温理工大学工业工程学院）；Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology（代尔夫特理工大学电气工程、数学与计算机科学学院）
Tsinghua Shenzhen International Graduate School, Tsinghua University（清华大学深圳国际研究生院）；School of Data Science, The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳）数据科学学院）；Shenzhen Research Institute of Big Data（深圳大数据研究院）；Tencent AI Lab（腾讯人工智能实验室）
This work studies black-box adversarial attacks against deep neural networks (DNNs), where the attacker can only access the query feedback returned by the attacked DNN model, while other information such as model parameters or the training datasets are unknown. One promising approach to improve attack performance is utilizing the adversarial transferability between some white-box surrogate models and the target model (i.e., the attacked model). However, due to the possible differences on model architectures and training datasets between surrogate and target models, dubbed "surrogate biases", t…
PMBO: Enhancing Black-Box Optimization through Multivariate Polynomial Surrogates
CASUS – Center for Advanced Systems Understanding（CASUS——高级系统理解中心）；Helmholtz-Zentrum Dresden-Rossendorf e.V. (HZDR)（德累斯顿-罗森多夫亥姆霍兹中心）；California Institute of Technology（加州理工学院）；University of Wrocław（弗罗茨瓦夫大学）
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed method involves three basic sub-criteria to infill new samples asynchronously to balance the global exploration and local exploitation. First, to capture the promising possible global optimal region, searching for the global optimum with genetic algorithm (GA) based on the current surrogate models of the objective and constraint functions. Second, to infill …
Machine learning classifiers are critically prone to evasion attacks. Adversarial examples are slightly modified inputs that are then misclassified, while remaining perceptively close to their originals. Last couple of years have witnessed a striking decrease in the amount of queries a black box attack submits to the target classifier, in order to forge adversarials. This particularly concerns the black-box score-based setup, where the attacker has access to top predicted probabilites: the amount of queries went from to millions of to less than a thousand. This paper presents SurFree, a geomet…
Conditional deep generative models as surrogates for spatial field solution reconstruction with quantified uncertainty in Structural Health Monitoring applications
National Technical University of Athens（雅典国立技术大学）；School of Naval Architecture and Marine Engineering（船舶与海洋工程学院）
Shanghai Jiao Tong University（上海交通大学）；MoE Key Lab of Artificial Intelligence, AI Institute, Shanghai Jiao Tong University（上海交通大学人工智能研究院教育部人工智能重点实验室）
This paper addresses the challenging black-box adversarial attack problem, where only classification confidence of a victim model is available. Inspired by consistency of visual saliency between different vision models, a surrogate model is expected to improve the attack performance via transferability. By combining transferability-based and query-based black-box attack, we propose a surprisingly simple baseline approach (named SimBA++) using the surrogate model, which significantly outperforms several state-of-the-art methods. Moreover, to efficiently utilize the query feedback, we update the…
ST Engineering Electronics-SUTD Cyber Security Laboratory（新科工程电子-新加坡科技设计大学网络安全实验室）；Singapore University of Technology and Design（新加坡科技设计大学）；Ben-Gurion University of the Negev（本-古里安大学）；Deutsche Telekom Innovation Laboratories at Ben-Gurion University of the Negev（本-古里安大学德国电信创新实验室）
We investigate to what extent alternative variants of Artificial Neural Networks (ANNs) are susceptible to adversarial attacks. We analyse the adversarial robustness of conventional, stochastic ANNs and Spiking Neural Networks (SNNs) in the raw image space, across three different datasets. Our experiments reveal that stochastic ANN variants are almost equally as susceptible as conventional ANNs when faced with simple iterative gradient-based attacks in the white-box setting. However we observe, that in black-box settings, stochastic ANNs are more robust than conventional ANNs, when faced with …
JD Technology（京东科技）；University of California, Los Angeles（加州大学洛杉矶分校）
We consider adversarial attacks to a black-box model when no queries are allowed. In this setting, many methods directly attack surrogate models and transfer the obtained adversarial examples to fool the target model. Plenty of previous works investigated what kind of attacks to the surrogate model can generate more transferable adversarial examples, but their performances are still limited due to the mismatches between surrogate models and the target model. In this paper, we tackle this problem from a novel angle -- instead of using the original surrogate models, can we obtain a Meta-Surrogat…
