Optimizing high-dimensional and complex black-box functions is crucial in numerous scientific applications. While Bayesian optimization (BO) is a powerful method for sample-efficient optimization, it struggles with the curse of dimensionality and scaling to thousands of evaluations. Recently, leveraging generative models to solve black-box optimization problems has emerged as a promising framework. However, those methods often underperform compared to BO methods due to limited expressivity and difficulty of uncertainty estimation in high-dimensional spaces. To overcome these issues, we introduce DiBO, a novel framework for solving high-dimensional black-box optimization problems. Our method iterates two stages. First, we train a diffusion model to capture the data distribution and deep ensembles to predict function values with uncertainty quantification. Second, we cast the candidate selection as a posterior inference problem to balance exploration and exploitation in high-dimensional spaces. Concretely, we fine-tune diffusion models to amortize posterior inference. Extensive experiments demonstrate that our method outperforms state-of-the-art baselines across synthetic and real-world tasks. Our code is publicly available https://github.com/umkiyoung/DiBO.

Wind farms generate electricity from wind, offering a sustainable and eco-friendly power source.In wind farms, determining the positions of wind turbines is crucial for high energy production due to complex wake interactions.However, optimizing wind farm layouts for given wind conditions remains challenging.While existing methods try to solve the problem by training a surrogate model and employing optimization algorithms based on the model, these methods require a large number of simulations to obtain highly productive layouts, which is time-consuming in large-scale tasks.Furthermore, they mostly yield less diverse layouts, making the deployment of such layouts into real-world scenarios difficult.To address these challenges, we introduce a novel conditional generative modeling approach to find wind farm layouts that maximize energy production.Our method consists of four stages.First, we collect datasets that consist of layouts and their corresponding annual energy production (AEP).Then, we train a diffusion model conditioned on AEP and wind scenarios using the collected dataset.Specifically, we use a Graph Neural Network as the backbone for the denoising network to ensure permutation invariance.Next, we sample promising layouts from the trained diffusion model by conditioning with a high AEP and given wind scenario.We also introduce a local search algorithm, which enables us to adjust layouts that violate design constraints.Finally, we evaluate the generated layouts and augment the dataset.We repeat these processes iteratively to further optimize the layouts.Throughout these processes, we effectively generate highly productive and diverse wind farm layouts in a sample-efficient manner.Experimental results demonstrate that our approach outperforms state-of-the-art methods in maximizing energy production across various scenarios.

Complex urban road networks with high vehicle occupancy frequently face severe traffic congestion. Designing an effective strategy for managing multiple traffic lights plays a crucial role in managing congestion. However, most current traffic light management systems rely on human-crafted decisions, which may not adapt well to diverse traffic patterns. In this paper, we delve into two pivotal design components of the traffic light management system that can be dynamically adjusted to various traffic conditions: phase combination and phase time allocation. While numerous studies have sought an efficient strategy for managing traffic lights, most of these approaches consider a fixed traffic pattern and are limited to relatively small road networks. To overcome these limitations, we introduce a novel and practical framework to formulate the optimization of such design components using an offline meta black-box optimization. We then present a simple yet effective method to efficiently find a solution for the aforementioned problem. In our framework, we first collect an offline meta dataset consisting of pairs of design choices and corresponding congestion measures from various traffic patterns. After collecting the dataset, we employ the Attentive Neural Process (ANP) to predict the impact of the proposed design on congestion across various traffic patterns with well-calibrated uncertainty. Finally, Bayesian optimization, with ANP as a surrogate model, is utilized to find an optimal design for unseen traffic patterns through limited online simulations. Our experiment results show that our method outperforms state-of-the-art baselines on complex road networks in terms of the number of waiting vehicles. Surprisingly, the deployment of our method into a real-world traffic system was able to improve traffic throughput by 4.80% compared to the original strategy.

Offline Reinforcement Learning (Offline RL) presents challenges of learning effective decision-making policies from static datasets without any online interactions. Data augmentation techniques, such as noise injection and data synthesizing, aim to improve Q-function approximation by smoothing the learned state-action region. However, these methods often fall short of directly improving the quality of offline datasets, leading to suboptimal results. In response, we introduce GTA, Generative Trajectory Augmentation, a novel generative data augmentation approach designed to enrich offline data by augmenting trajectories to be both high-rewarding and dynamically plausible. GTA applies a diffusion model within the data augmentation framework. GTA partially noises original trajectories and then denoises them with classifier-free guidance via conditioning on amplified return value. Our results show that GTA, as a general data augmentation strategy, enhances the performance of widely used offline RL algorithms across various tasks with unique challenges. Furthermore, we conduct a quality analysis of data augmented by GTA and demonstrate that GTA improves the quality of the data. Our code is available at https://github.com/Jaewoopudding/GTA

Optimizing complex and high-dimensional black-box functions is ubiquitous in science and engineering fields. Unfortunately, the online evaluation of these functions is restricted due to time and safety constraints in most cases. In offline model-based optimization (MBO), we aim to find a design that maximizes the target function using only a pre-existing offline dataset. While prior methods consider forward or inverse approaches to address the problem, these approaches are limited by conservatism and the difficulty of learning highly multi-modal mappings. Recently, there has been an emerging paradigm of learning to improve solutions with synthetic trajectories constructed from the offline dataset. In this paper, we introduce a novel conditional generative modeling approach to produce trajectories toward high-scoring regions. First, we construct synthetic trajectories toward high-scoring regions using the dataset while injecting locality bias for consistent improvement directions. Then, we train a conditional diffusion model to generate trajectories conditioned on their scores. Lastly, we sample multiple trajectories from the trained model with guidance to explore high-scoring regions beyond the dataset and select high-fidelity designs among generated trajectories with the proxy function. Extensive experiment results demonstrate that our method outperforms competitive baselines on Design-Bench and its practical variants. The code is publicly available in \url{https://github.com/dbsxodud-11/GTG}.