Related papers: GPflowOpt: A Bayesian Optimization Library using T…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside ranges of interest: the mean of the predictive…
Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…
Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…
Recent years have witnessed the booming of various differentiable optimization algorithms. These algorithms exhibit different execution patterns, and their execution needs massive computational resources that go beyond a single CPU and GPU.…
We present MOGPTK, a Python package for multi-channel data modelling using Gaussian processes (GP). The aim of this toolkit is to make multi-output GP (MOGP) models accessible to researchers, data scientists, and practitioners alike. MOGPTK…
Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…
Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…
Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…
Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…
Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…
We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…
In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…
TensorFlow is a machine learning system that operates at large scale and in heterogeneous environments. TensorFlow uses dataflow graphs to represent computation, shared state, and the operations that mutate that state. It maps the nodes of…
TensorFlow is a popular cloud computing framework that targets machine learning applications. It separates the specification of application logic (in a dataflow graph) from the execution of the logic. TensorFlow's native runtime executes…
Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…
In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
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…
Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…