Related papers: Small ensembles of kriging models for optimization
This paper introduces the full Low-carbon Expansion Generation Optimization (LEGO) model available on Github (https://github.com/wogrin/LEGO). LEGO is a mixed-integer quadratically constrained optimization problem and has been designed to…
Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…
Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their…
The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…
Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…
Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…
Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…
Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…
First Order Bayesian Optimization (FOBO) is a sample efficient sequential approach to find the global maxima of an expensive-to-evaluate black-box objective function by suitably querying for the function and its gradient evaluations. Such…
In this paper, we consider improving the efficiency of information-based autonomous robot exploration in unknown and complex environments. We first utilize Gaussian process (GP) regression to learn a surrogate model to infer the…
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…
We introduce a new framework that leverages machine learning models known as generative models to solve optimization problems. Our Generator-Enhanced Optimization (GEO) strategy is flexible to adopt any generative model, from quantum to…
Treeging combines the flexible mean structure of regression trees with the covariance-based prediction strategy of kriging into the base learner of an ensemble prediction algorithm. In so doing, it combines the strengths of the two primary…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
It is often advantageous to train models on a subset of the available train examples, because the examples are of variable quality or because one would like to train with fewer examples, without sacrificing performance. We present Gradient…
Bayesian Optimization (BO) is a framework for black-box optimization that is especially suitable for expensive cost functions. Among the main parts of a BO algorithm, the acquisition function is of fundamental importance, since it guides…
High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…
Despite recent innovations in network architectures and loss functions, training RNNs to learn long-term dependencies remains difficult due to challenges with gradient-based optimisation methods. Inspired by the success of Deep…