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Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and…

Methodology · Statistics 2020-04-06 Andrew Zammit-Mangion , Tin Lok James Ng , Quan Vu , Maurizio Filippone

Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search…

Machine Learning · Statistics 2017-12-04 James T. Wilson , Riccardo Moriconi , Frank Hutter , Marc Peter Deisenroth

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…

Machine Learning · Statistics 2018-02-16 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Svetha Venkatesh , Alistair Shilton

The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…

Robotics · Computer Science 2018-02-13 Ruben Martinez-Cantin

Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…

Machine Learning · Computer Science 2011-03-08 Eric Brochu , Matthew W. Hoffman , Nando de Freitas

State-of-the-art multi-objective optimization often assumes a known utility function, learns it interactively, or computes the full Pareto front-each requiring costly expert input.~Real-world problems, however, involve implicit preferences…

Machine Learning · Computer Science 2025-10-01 Farha A. Khan , Tanmay Chakraborty , Jörg P. Dietrich , Christian Wirth

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

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

With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key…

Artificial Intelligence · Computer Science 2018-05-15 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto C. Martínez

In the literature on deep neural networks, there is considerable interest in developing activation functions that can enhance neural network performance. In recent years, there has been renewed scientific interest in proposing activation…

Machine Learning · Computer Science 2023-04-20 Mohamed Fakhfakh , Lotfi Chaari

Machine learning strategies like multi-task learning, meta-learning, and transfer learning enable efficient adaptation of machine learning models to specific applications in healthcare, such as prediction of various diseases, by leveraging…

Machine Learning · Computer Science 2024-12-31 Sophie Wharrie , Lisa Eick , Lotta Mäkinen , Andrea Ganna , Samuel Kaski , FinnGen

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones. In this paper we focus on the subproblem of global optimization for differentiable functions and we propose an…

Neural and Evolutionary Computing · Computer Science 2018-06-18 Louis Faury , Flavian Vasile , Clément Calauzènes , Olivier Fercoq

Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…

Machine Learning · Computer Science 2024-12-24 Quoc-Anh Hoang Nguyen , The Hung Tran

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Roberto Calandra , Ted Xiao , Sergey Levine , Claire J. Tomlin

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene