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This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

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

Unconstrained optimization problems are typically solved using iterative methods, which often depend on line search techniques to determine optimal step lengths in each iteration. This paper introduces a novel line search approach.…

Optimization and Control · Mathematics 2024-05-20 Sören Laue , Tomislav Prusina

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

Bayesian Optimization algorithm has become a promising approach for nonlinear global optimization problems and many machine learning applications. Over the past few years, improvements and enhancements have been brought forward and they…

Machine Learning · Computer Science 2022-01-04 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this…

Machine Learning · Computer Science 2021-01-20 Giulio Caravagna , Daniele Ramazzotti

Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…

Machine Learning · Statistics 2020-07-01 Yuzhou Gao , Tengchao Yu , Jinglai Li

In this work we explore a straightforward variational Bayes scheme for Recurrent Neural Networks. Firstly, we show that a simple adaptation of truncated backpropagation through time can yield good quality uncertainty estimates and superior…

Machine Learning · Computer Science 2019-05-13 Meire Fortunato , Charles Blundell , Oriol Vinyals

When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as…

Machine Learning · Computer Science 2020-05-18 Alonso Marco , Alexander von Rohr , Dominik Baumann , José Miguel Hernández-Lobato , Sebastian Trimpe

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Machine Learning · Computer Science 2021-08-06 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

In the realm of supervised learning, Bayesian learning has shown robust predictive capabilities under input and parameter perturbations. Inspired by these findings, we demonstrate the robustness properties of Bayesian learning in the…

Machine Learning · Computer Science 2022-05-17 Nardos Ayele Ashenafi , Wankun Sirichotiyakul , Aykut C. Satici

The identification of synthetic routes that end with a desired product has been an inherently time-consuming process that is largely dependent on expert knowledge regarding a limited fraction of the entire reaction space. At present,…

Machine Learning · Statistics 2020-12-17 Zhongliang Guo , Stephen Wu , Mitsuru Ohno , Ryo Yoshida

Backtracking search algorithms are often used to solve the Constraint Satisfaction Problem (CSP). The efficiency of backtracking search depends greatly on the variable ordering heuristics. Currently, the most commonly used heuristics are…

Artificial Intelligence · Computer Science 2021-12-28 Wen Song , Zhiguang Cao , Jie Zhang , Andrew Lim

Active search is a learning paradigm for actively identifying as many members of a given class as possible. A critical target scenario is high-throughput screening for scientific discovery, such as drug or materials discovery. In this…

Machine Learning · Computer Science 2018-11-27 Shali Jiang , Gustavo Malkomes , Benjamin Moseley , Roman Garnett

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future…

Machine Learning · Statistics 2016-08-12 Edgar D. Klenske , Philipp Hennig

Restart strategies are an important factor in the performance of conflict-driven Davis Putnam style SAT solvers. Selecting a good restart strategy for a problem instance can enhance the performance of a solver. Inspired by recent success…

Artificial Intelligence · Computer Science 2009-07-30 Shai Haim , Toby Walsh

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin