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Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Gaussian Processes (GPs) provide a convenient framework for specifying function-space priors, making them a natural choice for modeling uncertainty. In contrast, Bayesian Neural Networks (BNNs) offer greater scalability and extendability…

Machine Learning · Computer Science 2025-06-12 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

Attributed graphs, which contain rich contextual features beyond just network structure, are ubiquitous and have been observed to benefit various network analytics applications. Graph structure optimization, aiming to find the optimal…

Machine Learning · Computer Science 2019-06-03 Jiaxu Cui , Bo Yang , Xia Hu

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 has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as…

Artificial Intelligence · Computer Science 2019-02-06 Ruben Martinez-Cantin

Bayesian optimization devolves the global optimization of a costly objective function to the global optimization of a sequence of acquisition functions. This inner-loop optimization can be catastrophically difficult if it involves posterior…

Machine Learning · Computer Science 2025-04-02 Taiwo A. Adebiyi , Bach Do , Ruda Zhang

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Recently, techniques for applying convolutional neural networks to graph-structured data have emerged. Graph convolutional neural networks (GCNNs) have been used to address node and graph classification and matrix completion. Although the…

Machine Learning · Statistics 2018-11-28 Yingxue Zhang , Soumyasundar Pal , Mark Coates , Deniz Üstebay

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

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

A common analytical problem in neuroscience is the interpretation of neural activity with respect to sensory input or behavioral output. This is typically achieved by regressing measured neural activity against known stimuli or behavioral…

Computation · Statistics 2016-06-28 Kamiar Rahnama Rad , Timothy A. Machado , Liam Paninski

There are a large number of optimization problems in physical models where the relationships between model parameters and outputs are unknown or hard to track. These models are named as black-box models in general because they can only be…

Machine Learning · Computer Science 2021-04-07 Zhongkai Shangguan , Lei Lin , Wencheng Wu , Beilei Xu

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

Machine Learning · Computer Science 2021-03-18 Takuya Kanazawa

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

Derivatives are a key nonparametric functional in wide-ranging applications where the rate of change of an unknown function is of interest. In the Bayesian paradigm, Gaussian processes (GPs) are routinely used as a flexible prior for…

Statistics Theory · Mathematics 2025-12-30 Zejian Liu , Meng Li