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This paper presents a multi-staged approach to nonmyopic adaptive Gaussian process optimization (GPO) for Bayesian optimization (BO) of unknown, highly complex objective functions that, in contrast to existing nonmyopic adaptive BO…

Machine Learning · Computer Science 2020-02-25 Dmitrii Kharkovskii , Chun Kai Ling , Kian Hsiang Low

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

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

Canonical algorithms for multi-armed bandits typically assume a stationary reward environment where the size of the action space (number of arms) is small. More recently developed methods typically relax only one of these assumptions:…

Machine Learning · Computer Science 2025-06-02 Derek Everett , Fred Lu , Edward Raff , Fernando Camacho , James Holt

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

Machine Learning · Computer Science 2016-11-15 Tarun Kathuria , Amit Deshpande , Pushmeet Kohli

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…

Methodology · Statistics 2024-12-12 Jake Thomas , Jeremie Houssineau

This work focuses on Bayesian optimization (BO) under reward model uncertainty. We propose the first BO algorithm that achieves no-regret guarantee in a general reward setting, requiring only Lipschitz continuity of the objective function…

Machine Learning · Computer Science 2026-02-10 Zishi Zhang , Tao Ren , Yijie Peng

Designing reward functions is a challenging problem in AI and robotics. Humans usually have a difficult time directly specifying all the desirable behaviors that a robot needs to optimize. One common approach is to learn reward functions…

Robotics · Computer Science 2020-06-05 Erdem Bıyık , Nicolas Huynh , Mykel J. Kochenderfer , Dorsa Sadigh

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We propose and study a planning problem we call Sequential Fault-Intolerant Process Planning (SFIPP). SFIPP captures a reward structure common in many sequential multi-stage decision problems where the planning is deemed successful only if…

Artificial Intelligence · Computer Science 2025-02-10 Andrzej Kaczmarczyk , Davin Choo , Niclas Boehmer , Milind Tambe , Haifeng Xu

Modern trajectory optimization based approaches to motion planning are fast, easy to implement, and effective on a wide range of robotics tasks. However, trajectory optimization algorithms have parameters that are typically set in advance…

Robotics · Computer Science 2020-03-12 Mohak Bhardwaj , Byron Boots , Mustafa Mukadam

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Gaussian Process Motion Planning (GPMP) is a widely used framework for generating smooth trajectories within a limited compute time--an essential requirement in many robotic applications. However, traditional GPMP approaches often struggle…

Robotics · Computer Science 2025-04-08 Jiayun Li , Kay Pompetzki , An Thai Le , Haolei Tong , Jan Peters , Georgia Chalvatzaki

The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only…

Machine Learning · Statistics 2015-10-16 Javier González , Zhenwen Dai , Philipp Hennig , Neil D. Lawrence

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis
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