Related papers: Bayesian Optimization Approach for Analog Circuit …

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Gaussian Processes (GPs) are widely seen as the state-of-the-art surrogate models for Bayesian optimization (BO) due to their ability to model uncertainty and their performance on tasks where correlations are easily captured (such as those…

In this paper, a quantum algorithm based on gaussian process regression model is proposed. The proposed quantum algorithm consists of three sub-algorithms. One is the first quantum subalgorithm to efficiently generate mean predictor. The…

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…

Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this…

We introduce GAUCHE, a library for GAUssian processes in CHEmistry. Gaussian processes have long been a cornerstone of probabilistic machine learning, affording particular advantages for uncertainty quantification and Bayesian optimisation.…

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Analog circuit design can be considered as an optimization problem with the targeted circuit specifications as constraints. When stringent circuit specifications are considered, it is desired to have an optimization methodology that adapts…

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…