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ROSA: An Optimization Algorithm for Multi-Modal Derivative-Free Functions in High Dimensions

A well-documented PyTorch implementation, with tutorial notebooks, will be released after journal publication. For now, a printed Jupyter notebook is available here.

Citing us

If you use this code please respect the license and cite the paper as:

@inproceedings{ilievski2024rosa,
title={{ROSA}: An Optimization Algorithm for Multi-Modal Derivative-Free Functions in High Dimensions},
author={Ilija Ilievski and Wenyu Wang and Christine A. Shoemaker},
booktitle={NeurIPS 2024 Workshop on Bayesian Decision-making and Uncertainty},
year={2024},
url={https://openreview.net/forum?id=OB2G8ZGPZv}
}

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Optimisation of black-box functions.

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