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Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

In this work, an innovative data-driven moving horizon state estimation is proposed for model dynamic-unknown systems based on Bayesian optimization. As long as the measurement data is received, a locally linear dynamics model can be…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Qing Sun , Shuai Niu , Minrui Fei

What if there is a teacher who knows the learning goal and wants to design good training data for a machine learner? We propose an optimal teaching framework aimed at learners who employ Bayesian models. Our framework is expressed as an…

Machine Learning · Computer Science 2013-10-04 Xiaojin Zhu

Efficient characterization of quantum devices is a significant challenge critical for the development of large scale quantum computers. We consider an experimentally motivated situation, in which we have a decent estimate of the…

Quantum Physics · Physics 2021-04-12 Przemyslaw Bienias , Alireza Seif , Mohammad Hafezi

Optimization of hyper-parameters in reinforcement learning (RL) algorithms is a key task, because they determine how the agent will learn its policy by interacting with its environment, and thus what data is gathered. In this work, an…

Machine Learning · Computer Science 2019-09-19 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto Martínez

Reinforcement learning methods are increasingly used to optimise dialogue policies from experience. Most current techniques are model-free: they directly estimate the utility of various actions, without explicit model of the interaction…

Artificial Intelligence · Computer Science 2013-04-09 Pierre Lison

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

This paper presents a sample-efficient data-driven method to design model predictive control (MPC) for cable-actuated soft robotics using Bayesian optimization. Instead of modeling the complex dynamics of the soft robots, the proposed…

Robotics · Computer Science 2022-10-18 Anuj Pal , Tianyi He , Wenpeng Wei

In this paper we present a new fast and accurate method for Radial Basis Function (RBF) approximation, including interpolation as a special case, which enables us to effectively find the optimal value of the RBF shape parameter. In…

Numerical Analysis · Mathematics 2023-11-09 Roberto Cavoretto , Alessandra De Rossi , Sandro Lancellotti

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling

Engineering design is traditionally performed by hand: an expert makes design proposals based on past experience, and these proposals are then tested for compliance with certain target specifications. Testing for compliance is performed…

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

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

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

Sequential fine-tuning of transformers is useful when new data arrive sequentially, especially with shifting distributions. Unlike batch learning, sequential learning demands that training be stabilized despite a small amount of data by…

Machine Learning · Computer Science 2025-09-16 Haoming Jing , Oren Wright , José M. F. Moura , Yorie Nakahira

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…

Machine Learning · Computer Science 2024-10-15 Jim Beckers , Bart van Erp , Ziyue Zhao , Kirill Kondrashov , Bert de Vries