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The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Graph Neural Networks (GNNs) can predict the performance of an industrial design quickly and accurately and be used to optimize its shape effectively. However, to fully explore the shape space, one must often consider shapes deviating…

Machine Learning · Computer Science 2023-10-03 Nikita Durasov , Artem Lukoyanov , Jonathan Donier , Pascal Fua

We study Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork $\h$ is a neural network which learns to transform a simple noise distribution, $p(\vec\epsilon) = \N(\vec 0,\mat…

Machine Learning · Statistics 2018-04-26 David Krueger , Chin-Wei Huang , Riashat Islam , Ryan Turner , Alexandre Lacoste , Aaron Courville

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

Machine Learning · Computer Science 2021-11-10 Ashish Anil Pawar , Ujwal Warbhe

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an…

Machine Learning · Statistics 2018-08-14 Zi Wang , Bolei Zhou , Stefanie Jegelka

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

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian…

Machine Learning · Statistics 2023-08-07 Sunil Mathew , Daniel B. Rowe

Bayesian optimization has recently emerged as a popular and efficient tool for global optimization and hyperparameter tuning. Currently, the established Bayesian optimization practice requires a user-defined bounding box which is assumed to…

Machine Learning · Statistics 2015-08-18 Bobak Shahriari , Alexandre Bouchard-Côté , Nando de Freitas

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

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

Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good…

Machine Learning · Computer Science 2024-02-16 Carl Hvarfner , Erik Hellsten , Frank Hutter , Luigi Nardi

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

Machine Learning · Computer Science 2021-09-17 Rohitash Chandra , Ayush Bhagat , Manavendra Maharana , Pavel N. Krivitsky

Multi-objective optimization aims at finding trade-off solutions to conflicting objectives. These constitute the Pareto optimal set. In the context of expensive-to-evaluate functions, it is impossible and often non-informative to look for…

Machine Learning · Statistics 2020-02-20 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data.…

Machine Learning · Computer Science 2017-03-02 Jun Zhu , Jianfei Chen , Wenbo Hu , Bo Zhang

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

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 neural linear model is a simple adaptive Bayesian linear regression method that has recently been used in a number of problems ranging from Bayesian optimization to reinforcement learning. Despite its apparent successes in these…

Machine Learning · Statistics 2019-12-19 Sebastian W. Ober , Carl Edward Rasmussen

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani