# Landscape-Sketch-Step: An AI/ML-Based Metaheuristic for Surrogate Optimization Problems

arXiv: https://arxiv.org/abs/2309.07936 · HTML: https://mlsanity.com/paper/2309.07936/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 8 of its 91 references that are in the map.
- First posted on arXiv 14 Sep 2023.

## Builds on (most cited first, 8 of 8)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [A Tutorial on Bayesian Optimization](https://mlsanity.com/paper/1807.02811/) (2018)
- [Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm](https://mlsanity.com/paper/1608.04471/) (2016)
- [BANANAS: Bayesian Optimization with Neural Architectures for Neural Architecture Search](https://mlsanity.com/paper/1910.11858/) (2019)
- [Machine learning for protein folding and dynamics](https://mlsanity.com/paper/1911.09811/) (2019)
- [Efficient Hyperparameter Optimization of Deep Learning Algorithms Using Deterministic RBF Surrogates](https://mlsanity.com/paper/1607.08316/) (2016)
- [On a reduction for a class of resource allocation problems](https://mlsanity.com/paper/2008.11829/) (2020)
- [A General Stochastic Algorithmic Framework for Minimizing Expensive Black Box Objective Functions Based on Surrogate Models and Sensitivity Analysis](https://mlsanity.com/paper/1410.6271/) (2014)

## Abstract (arXiv)

In this paper, we introduce a new heuristics for global optimization in scenarios where extensive evaluations of the cost function are expensive, inaccessible, or even prohibitive. The method, which we call Landscape-Sketch-and-Step (LSS), combines Machine Learning, Stochastic Optimization, and Reinforcement Learning techniques, relying on historical information from previously sampled points to make judicious choices of parameter values where the cost function should be evaluated at. Unlike optimization by Replica Exchange Monte Carlo methods, the number of evaluations of the cost function required in this approach is comparable to that used by Simulated Annealing, quality that is especially important in contexts like high-throughput computing or high-performance computing tasks, where evaluations are either computationally expensive or take a long time to be performed. The method also differs from standard Surrogate Optimization techniques, for it does not construct a surrogate model that aims at approximating or reconstructing the objective function. We illustrate our method by applying it to low dimensional optimization problems (dimensions 1, 2, 4, and 8) that mimick known difficulties of minimization on rugged energy landscapes often seen in Condensed Matter Physics, where cost functions are rugged and plagued with local minima. When compared to classical Simulated Annealing, the LSS shows an effective acceleration of the optimization process.
