Related papers: Bayesian Optimization with Approximate Set Kernels
A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical…
A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…
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…
Motivation: A branching processes model yields an unevenly stochastically distributed dataset that consists of sparse and dense regions. This work addresses the problem of precisely evaluating parameters for such a model. Applying a…
We focus on kernel methods for set-valued inputs and their application to Bayesian set optimization, notably combinatorial optimization. We investigate two classes of set kernels that both rely on Reproducing Kernel Hilbert Space…
In many real-world problems, we want to infer some property of an expensive black-box function $f$, given a budget of $T$ function evaluations. One example is budget constrained global optimization of $f$, for which Bayesian optimization is…
Bayesian optimization is a widely used method for optimizing expensive black-box functions, with Expected Improvement being one of the most commonly used acquisition functions. In contrast, information-theoretic acquisition functions aim to…
Bayesian Optimization is a very effective tool for optimizing expensive black-box functions. Inspired by applications developing and characterizing reaction chemistry using droplet microfluidic reactors, we consider a novel setting where…
In this paper, we propose an approach for an application of Bayesian optimization using Sequential Monte Carlo (SMC) and concepts from the statistical physics of classical systems. Our method leverages the power of modern machine learning…
This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…
Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…
This study introduces an innovative Gaussian Process (GP) model utilizing an ensemble kernel that integrates Radial Basis Function (RBF), Rational Quadratic, and Mat\'ern kernels for product sales forecasting. By applying Bayesian…
We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…
We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with…
In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…
We present a novel approach to Bayesian inference and general Bayesian computation that is defined through a sequential decision loop. Our method defines a recursive partitioning of the sample space. It neither relies on gradients nor…
Numerical simulation of complex optical structures enables their optimization with respect to specific objectives. Often, optimization is done by multiple successive parameter scans, which are time consuming and computationally expensive.…
Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…
We address the problem of optimizing over functions defined on node subsets in a graph. The optimization of such functions is often a non-trivial task given their combinatorial, black-box and expensive-to-evaluate nature. Although various…
Bayesian optimization has demonstrated impressive success in finding the optimum input x* and output f* = f(x*) = max f(x) of a black-box function f. In some applications, however, the optimum output f* is known in advance and the goal is…