Deep Symbolic Optimization: Reinforcement Learning for Symbolic Mathematics

Deep Symbolic Optimization (DSO) is a novel computational framework that enables symbolic optimization for scientific discovery, particularly in applications involving the search for intricate symbolic structures. One notable example is equation discovery, which aims to automatically derive mathematical models expressed in symbolic form. In DSO, the discovery process is formulated as a sequential decision-making task. A generative neural network learns a probabilistic model over a vast space of candidate symbolic expressions, while reinforcement learning strategies guide the search toward the most promising regions. This approach integrates gradient-based optimization with evolutionary and local search techniques, and it incorporates in-situ constraints, domain-specific priors, and advanced policy optimization methods. The result is a robust framework capable of efficiently exploring extensive search spaces to identify interpretable and physically meaningful models. Extensive evaluations on benchmark problems have demonstrated that DSO achieves state-of-the-art performance in both accuracy and interpretability. In this chapter, we provide a comprehensive overview of the DSO framework and illustrate its transformative potential for automating symbolic optimization in scientific discovery.

Learning Regions of Interest for Bayesian Optimization with Adaptive Level-Set Estimation

We study Bayesian optimization (BO) in high-dimensional and non-stationary scenarios. Existing algorithms for such scenarios typically require extensive hyperparameter tuning, which limits their practical effectiveness. We propose a framework, called BALLET, which adaptively filters for a high-confidence region of interest (ROI) as a superlevel-set of a nonparametric probabilistic model such as a Gaussian process (GP). Our approach is easy to tune, and is able to focus on local region of the optimization space that can be tackled by existing BO methods. The key idea is to use two probabilistic models: a coarse GP to identify the ROI, and a localized GP for optimization within the ROI. We show theoretically that BALLET can efficiently shrink the search space, and can exhibit a tighter regret bound than standard BO without ROI filtering. We demonstrate empirically the effectiveness of BALLET on both synthetic and real-world optimization tasks.