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Building Trust in Black-box Optimization: A Comprehensive Framework for Explainability
Announce Type: replace Abstract: Optimizing costly black-box functions within a constrained evaluation budget presents significant challenges in many real-world applications. Surrogate Optimization (SO) is a common resolution, yet its proprietary nature introduced by the complexity of surrogate models and the sampling core (e.g., acquisition functions) often leads to a lack of explainability and transparency. While existing literature has primarily concentrated on enhancing convergence to...