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Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

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

Control system optimization has long been a fundamental challenge in robotics. While recent advancements have led to the development of control algorithms that leverage learning-based approaches, such as SafeOpt, to optimize single feedback…

Robotics · Computer Science 2024-11-13 Lihao Zheng , Hongxuan Wang , Xiaocong Li , Jun Ma , Prahlad Vadakkepat

Many circumstances of practical importance have performance or success metrics which exist implicitly---in the eye of the beholder, so to speak. Tuning aspects of such problems requires working without defined metrics and only considering…

Machine Learning · Statistics 2019-06-11 Michael McCourt , Ian Dewancker

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…

Computational Physics · Physics 2020-10-27 Z. Deng , I. Tutunnikov , I. Sh. Averbukh , M. Thachuk , R. V. Krems

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…

Machine Learning · Statistics 2021-01-26 Jungtaek Kim , Michael McCourt , Tackgeun You , Saehoon Kim , Seungjin Choi

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Chemical Physics · Physics 2020-04-03 Annika Stuke , Patrick Rinke , Milica Todorović

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

In multi-task Bayesian optimization, the goal is to leverage experience from optimizing existing tasks to improve the efficiency of optimizing new ones. While approaches using multi-task Gaussian processes or deep kernel transfer exist, the…

Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…

Numerical Analysis · Mathematics 2021-02-16 R. Jagadeeswaran , Fred J. Hickernell

Currently, an excessive amount of event data is being obtained in four-dimensional inelastic neutron-scattering experiments. A method for automatic bin-width optimization of multidimensional histograms has been developed and recently…

Data Analysis, Statistics and Probability · Physics 2026-03-19 Kensuke Muto , Hirotaka Sakamoto , Kenji Nagata , Taka-hisa Arima , Masato Okada

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…

Computational Physics · Physics 2020-06-24 Philipp-Immanuel Schneider , Martin Hammerschmidt , Lin Zschiedrich , Sven Burger

The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

Optimization and Control · Mathematics 2021-06-01 Donghwan Lee , Do Wan Kim

A central goal of modern magnetic resonance imaging (MRI) is to reduce the time required to produce high-quality images. Efforts have included hardware and software innovations such as parallel imaging, compressed sensing, and deep…

Medical Physics · Physics 2023-03-27 Yihong Xu , Chad W. Farris , Stephan W. Anderson , Xin Zhang , Keith A. Brown

Complex dynamical systems, such as particle accelerators, often require complicated and time-consuming tuning procedures for optimal performance. It may also be required that these procedures estimate the optimal system parameters, which…

Machine Learning · Computer Science 2024-12-03 Mahindra Rautela , Alan Williams , Alexander Scheinker

High harmonic generation (HHG) is a nonlinear process that enables table-top generation of tunable, high-energy, coherent, ultrashort radiation pulses in the extreme ultraviolet (EUV) to soft X-ray range. These pulses find applications in…

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

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