Related papers: Parallel and Distributed Thompson Sampling for Lar…
We present Acquisition Thompson Sampling (ATS), a novel technique for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of…
The optimization of yields in multi-reactor systems, which are advanced tools in heterogeneous catalysis research, presents a significant challenge due to hierarchical technical constraints. To this respect, this work introduces a novel…
In Bayesian optimization, Thompson sampling selects the evaluation point by sampling from the posterior distribution over the objective function maximizer. Because this sampling problem is intractable for Gaussian process (GP) surrogates,…
Bayesian optimization (BO) is a promising approach for hyperparameter optimization of deep neural networks (DNNs), where each model training can take minutes to hours. In BO, a computationally cheap surrogate model is employed to learn the…
Stochastic, spatial reaction-diffusion simulations have been widely used in systems biology and computational neuroscience. However, the increasing scale and complexity of simulated models and morphologies have exceeded the capacity of any…
Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…
Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…
The frequent elements problem, a key component in demanding stream-data analytics, involves selecting elements whose occurrence exceeds a user-specified threshold. Fast, memory-efficient $\epsilon$-approximate synopsis algorithms select all…
Molecular property optimization (MPO) problems are inherently challenging since they are formulated over discrete, unstructured spaces and the labeling process involves expensive simulations or experiments, which fundamentally limits the…
Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…
Bayesian optimization (BO) is a flexible and powerful framework that is suitable for computationally expensive simulation-based applications and guarantees statistical convergence to the global optimum. While remaining as one of the most…
Bayesian Optimization (BO) has been widely applied to optimize expensive black-box functions while retaining sample efficiency. However, scaling BO to high-dimensional spaces remains challenging. Existing literature proposes performing…
Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that…
Compared with random sampling, low-discrepancy sampling is more effective in covering the search space. However, the existing research cannot definitely state whether the impact of a low-discrepancy sample on particle swarm optimization…
Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…
Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…
Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…
We study the problem of performing automated experiment design for drug screening through Bayesian inference and optimisation. In particular, we compare and contrast the behaviour of linear-Gaussian models and Gaussian processes, when used…
Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convincing empirical performance, it incurs a large computational…
A novel parallel efficiency analysis on a framework for simulating the growth of Malignant Pleural Mesothelioma (MPM) tumours is presented. Proliferation of MPM tumours in the pleural space is simulated using a Cellular Potts Model (CPM)…