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We consider the two-group classification problem and propose a kernel classifier based on the optimal scoring framework. Unlike previous approaches, we provide theoretical guarantees on the expected risk consistency of the method. We also…

Machine Learning · Statistics 2021-04-01 Alexander F. Lapanowski , Irina Gaynanova

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

This paper concerns realizing highly efficient information-theoretic robot exploration with desired performance in complex scenes. We build a continuous lightweight inference model to predict the mutual information (MI) and the associated…

Robotics · Computer Science 2023-01-03 Yang Xu , Ronghao Zheng , Senlin Zhang , Meiqin Liu

Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and…

Machine Learning · Statistics 2019-04-30 Benjamin Letham , Eytan Bakshy

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…

Machine Learning · Computer Science 2023-01-18 Quan Nguyen , Kaiwen Wu , Jacob R. Gardner , Roman Garnett

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

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

In the machine learning algorithms, the choice of the hyperparameter is often an art more than a science, requiring labor-intensive search with expert experience. Therefore, automation on hyperparameter optimization to exclude human…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Jaeyeon Ahn , Nakyil Kim , Seyoung Yun

For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems…

Optimization and Control · Mathematics 2024-04-24 Johannes O. Royset , Miguel A. Lejeune

Autonomous exploration is a crucial aspect of robotics, enabling robots to explore unknown environments and generate maps without prior knowledge. This paper proposes a method to enhance exploration efficiency by integrating neural…

Robotics · Computer Science 2024-12-18 Seunghwan Kim , Heejung Shin , Gaeun Yim , Changseung Kim , Hyondong Oh

In this work, we present a scalable and efficient system for exploring the supply landscape in real-time bidding. The system directs exploration based on the predictive uncertainty of models used for click-through rate prediction and works…

Machine Learning · Computer Science 2022-08-04 Jan Hartman , Davorin Kopič

Classification is a common statistical task in many areas. In order to ameliorate the performance of the existing methods, there are always some new classification procedures proposed. These procedures, especially those raised in the…

Methodology · Statistics 2026-05-05 Yuan-chin Ivan Chang

The discovery and optimization of materials for specific applications is hampered by the practically infinite number of possible elemental combinations and associated properties, also known as the `combinatorial explosion'. By nature of the…

Computation and Language · Computer Science 2025-06-11 Lei Zhang , Markus Stricker

Exploration of unknown, unstructured environments, such as in search and rescue, cave exploration, and planetary missions,presents significant challenges due to their unpredictable nature. This unpredictability can lead to inefficient path…

Robotics · Computer Science 2024-10-08 Riana Gagnon Souleiman , Vivek Shankar Varadharajan , Giovanni Beltrame

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

The emergence of deep learning has brought the long-standing goal of comprehensively understanding and exploring crystalline materials closer to reality. Yet, universal exploration across all elements remains hindered by the combinatorial…

Materials Science · Physics 2025-11-18 Fengyu Xie , Ruoyu Wang , Taoyuze Lv , Yuxiang Gao , Hongyu Wu , Zhicheng Zhong

In the context of Gaussian Process Regression or Kriging, we propose a full-Bayesian solution to deal with hyperparameters of the covariance function. This solution can be extended to the Trans-Gaussian Kriging framework, which makes it…

Applications · Statistics 2018-05-24 Joseph Muré

Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…

Machine Learning · Computer Science 2018-10-10 Shahin Shahrampour , Vahid Tarokh

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Machine Learning · Computer Science 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters
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