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We study black-box vector optimization with Gaussian process bandits, where there is an incomplete order relation on objective vectors described by a polyhedral convex cone. Existing black-box vector optimization approaches either suffer…

Machine Learning · Computer Science 2026-03-20 İlter Onat Korkmaz , Yaşar Cahit Yıldırım , Çağın Ararat , Cem Tekin

We present a new approach to solve the sparse approximation or best subset selection problem, namely find a $k$-sparse vector ${\bf x}\in\mathbb{R}^d$ that minimizes the $\ell_2$ residual $\lVert A{\bf x}-{\bf y} \rVert_2$. We consider a…

Machine Learning · Computer Science 2021-06-21 Tal Amir , Ronen Basri , Boaz Nadler

The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…

Machine Learning · Computer Science 2017-08-03 Hao He , Bo Xin , David Wipf

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Masahiro Nomura , Masayuki Karasuyama

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

Bayesian optimization with Gaussian process as surrogate model has been successfully applied to analog circuit synthesis. In the traditional Gaussian process regression model, the kernel functions are defined explicitly. The computational…

Machine Learning · Computer Science 2019-12-03 Shuhan Zhang , Wenlong Lyu , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

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…

Machine Learning · Statistics 2026-04-30 Rohit Goswami

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

We introduce Bayesian Bits, a practical method for joint mixed precision quantization and pruning through gradient based optimization. Bayesian Bits employs a novel decomposition of the quantization operation, which sequentially considers…

Machine Learning · Computer Science 2020-10-28 Mart van Baalen , Christos Louizos , Markus Nagel , Rana Ali Amjad , Ying Wang , Tijmen Blankevoort , Max Welling

Neural network pruning is a highly effective technique aimed at reducing the computational and memory demands of large neural networks. In this research paper, we present a novel approach to pruning neural networks utilizing Bayesian…

Machine Learning · Statistics 2023-08-07 Sunil Mathew , Daniel B. Rowe

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

Machine Learning · Statistics 2023-05-24 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Yongdai Kim

Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This…

Machine Learning · Computer Science 2025-03-13 Armin Askari , Alexandre d'Aspremont , Laurent El Ghaoui

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is…

Machine Learning · Computer Science 2017-02-07 Bas van Stein , Hao Wang , Wojtek Kowalczyk , Michael Emmerich , Thomas Bäck

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms

The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…

Optimization and Control · Mathematics 2020-10-23 Yangjing Zhang , Ning Zhang , Defeng Sun , Kim-Chuan Toh

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

We apply Bayesian optimization and reinforcement learning to a problem in topology: the question of when a knot bounds a ribbon disk. This question is relevant in an approach to disproving the four-dimensional smooth Poincar\'e conjecture;…

Geometric Topology · Mathematics 2025-06-16 Sergei Gukov , James Halverson , Ciprian Manolescu , Fabian Ruehle

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen