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Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Machine Learning · Statistics 2019-10-30 Huong Ha , Santu Rana , Sunil Gupta , Thanh Nguyen , Hung Tran-The , Svetha Venkatesh

Machine learning models may inadvertently memorize sensitive, unauthorized, or malicious data, posing risks of privacy breaches, security vulnerabilities, and performance degradation. To address these issues, machine unlearning has emerged…

Machine Learning · Computer Science 2024-04-08 Jie Xu , Zihan Wu , Cong Wang , Xiaohua Jia

A recent development in Bayesian optimization is the use of local optimization strategies, which can deliver strong empirical performance on high-dimensional problems compared to traditional global strategies. The "folk wisdom" in the…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Kyurae Kim , Roman Garnett , Jacob R. Gardner

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

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

Artificial intelligence offers superior techniques and methods by which problems from diverse domains may find an optimal solution. The Machine Learning technologies refer to the domain of artificial intelligence aiming to develop the…

Machine Learning · Computer Science 2009-04-24 Alin Munteanu , Cristina Ofelia Sofran

Many modern research fields increasingly rely on collecting and analysing massive, often unstructured, and unwieldy datasets. Consequently, there is growing interest in machine learning and artificial intelligence applications that can…

Machine Learning · Computer Science 2022-12-26 Ričards Marcinkevičs , Ece Ozkan , Julia E. Vogt

Bayesian statistics has gained great momentum since the computational developments of the 1990s. Gradually, advances in Bayesian methodology and software have made Bayesian techniques much more accessible to applied statisticians and, in…

Computation · Statistics 2020-11-04 Jim Albert , Jingchen Hu

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

Machine Learning · Statistics 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

We introduce a means of automating machine learning (ML) for big data tasks, by performing scalable stochastic Bayesian optimisation of ML algorithm parameters and hyper-parameters. More often than not, the critical tuning of ML algorithm…

Machine Learning · Statistics 2014-07-31 Thomas Nickson , Michael A Osborne , Steven Reece , Stephen J Roberts

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…

Machine Learning · Statistics 2025-05-13 Gerardo Duran-Martin

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

We provide four case studies that use Bayesian machinery to making inductive reasoning. Our main motivation relies in offering several instances where the Bayesian approach to data analysis is exploited at its best to perform complex tasks,…

Methodology · Statistics 2021-11-18 Juan Sosa , Lina Buitrago

We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…

Machine Learning · Computer Science 2021-05-04 Lintao Ye , Aritra Mitra , Shreyas Sundaram

Exact algorithms for learning Bayesian networks guarantee to find provably optimal networks. However, they may fail in difficult learning tasks due to limited time or memory. In this research we adapt several anytime heuristic search-based…

Artificial Intelligence · Computer Science 2013-09-27 Brandon Malone , Changhe Yuan

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…

Artificial Intelligence · Computer Science 2021-11-23 Zhicheng He