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This thesis focuses on Bayesian optimization with the improvements coming from two aspects:(i) the use of derivative information to accelerate the optimization convergence; and (ii) the consideration of scalable GPs for handling massive…

Machine Learning · Computer Science 2024-12-09 Ang Yang

Autonomous methods to align beamlines can decrease the amount of time spent on diagnostics, and also uncover better global optima leading to better beam quality. The alignment of these beamlines is a high-dimensional, expensive-to-sample…

Bayesian optimization has emerged at the forefront of expensive black-box optimization due to its data efficiency. Recent years have witnessed a proliferation of studies on the development of new Bayesian optimization algorithms and their…

Machine Learning · Computer Science 2022-11-14 Xilu Wang , Yaochu Jin , Sebastian Schmitt , Markus Olhofer

Bayesian optimisation is a well-known sample-efficient method for the optimisation of expensive black-box functions. However when dealing with big search spaces the algorithm goes through several low function value regions before reaching…

Machine Learning · Computer Science 2020-03-31 Anil Ramachandran , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Machine learning models can be improved by adapting them to respect existing background knowledge. In this paper we consider multitask Gaussian processes, with background knowledge in the form of constraints that require a specific sum of…

Machine Learning · Statistics 2023-02-02 Philipp Pilar , Carl Jidling , Thomas B. Schön , Niklas Wahlström

Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…

Machine Learning · Computer Science 2024-12-25 Omer Ekmekcioglu , Nursen Aydin , Juergen Branke

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional…

Machine Learning · Statistics 2011-11-01 Andrea Schirru , Simone Pampuri , Giuseppe De Nicolao , Sean McLoone

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

Online tuning of real-world plants is a complex optimisation problem that continues to require manual intervention by experienced human operators. Autonomous tuning is a rapidly expanding field of research, where learning-based methods,…

In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously…

Machine Learning · Statistics 2015-06-09 Emile Contal , Vianney Perchet , Nicolas Vayatis

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

One of the first tasks we learn as children is to grasp objects based on our tactile perception. Incorporating such skill in robots will enable multiple applications, such as increasing flexibility in industrial processes or providing…

Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…

Machine Learning · Computer Science 2017-06-13 Kaifeng Lv , Shunhua Jiang , Jian Li

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Domain experts often possess valuable physical insights that are overlooked in fully automated decision-making processes such as Bayesian optimisation. In this article we apply high-throughput (batch) Bayesian optimisation alongside…

Machine Learning · Computer Science 2023-12-06 Tom Savage , Ehecatl Antonio del Rio Chanona