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Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

Venn Prediction (VP) is a new machine learning framework for producing well-calibrated probabilistic predictions. In particular it provides well-calibrated lower and upper bounds for the conditional probability of an example belonging to…

Machine Learning · Computer Science 2023-12-18 Harris Papadopoulos

In recent years, to improve the evolutionary algorithms used to solve optimization problems involving a large number of decision variables, many attempts have been made to simplify the problem solution space of a given problem for the…

Neural and Evolutionary Computing · Computer Science 2021-02-25 Liang Feng , Qingxia Shang , Yaqing Hou , Kay Chen Tan , Yew-Soon Ong

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

This work presents a non-linear extension of the high-order discretisation framework based on the Variational Multiscale (VMS) method previously introduced for steady linear problems. We build on the concept of an optimal projector defined…

Numerical Analysis · Mathematics 2025-12-22 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

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…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Knowledge representation is a key component to the success of all rule based systems including learning classifier systems (LCSs). This component brings insight into how to partition the problem space what in turn seeks prominent role in…

Neural and Evolutionary Computing · Computer Science 2015-06-15 Farzaneh Shoeleh , Mahshid Majd , Ali Hamzeh , Sattar Hashemi

We study group decision making with changing preferences as a Markov Decision Process. We are motivated by the increasing prevalence of automated decision-making systems when making choices for groups of people over time. Our main…

Multiagent Systems · Computer Science 2020-11-06 Kshitij Kulkarni , Sven Neth

We focus on the problem of learning distributed representations for entity search queries, named entities, and their short descriptions. With our representation learning models, the entity search query, named entity and description can be…

Computation and Language · Computer Science 2017-01-17 Shijia E , Yang Xiang , Mohan Zhang

The Visual Question Answering (VQA) task combines challenges for processing data with both Visual and Linguistic processing, to answer basic `common sense' questions about given images. Given an image and a question in natural language, the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-24 Yash Srivastava , Vaishnav Murali , Shiv Ram Dubey , Snehasis Mukherjee

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

We propose a new method for analyzing a set of parameters in a multiple criteria ranking method. Unlike the existing techniques, we do not use any optimization technique, instead incorporating and extending a Segmenting Description…

Artificial Intelligence · Computer Science 2019-03-06 Milosz Kadzinski , Jan Badura , Jose Rui Figueira

Traditional semantic parsers map language onto compositional, executable queries in a fixed schema. This mapping allows them to effectively leverage the information contained in large, formal knowledge bases (KBs, e.g., Freebase) to answer…

Computation and Language · Computer Science 2016-11-30 Matt Gardner , Jayant Krishnamurthy

Deriving a representative model using value function-based methods from the perspective of preference disaggregation has emerged as a prominent and growing topic in multi-criteria sorting (MCS) problems. A noteworthy observation is that…

Artificial Intelligence · Computer Science 2024-09-04 Zhen Zhang , Zhuolin Li , Wenyu Yu

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

Machine Learning · Computer Science 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

Black-box problems are common in real life like structural design, drug experiments, and machine learning. When optimizing black-box systems, decision-makers always consider multiple performances and give the final decision by comprehensive…

Machine Learning · Computer Science 2021-01-22 Wenjie Chen , Shengcai Liu , Ke Tang

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag
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