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Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

Machine Learning · Computer Science 2022-09-05 Julia Grosse , Cheng Zhang , Philipp Hennig

Recently, impressive denoising results have been achieved by Bayesian approaches which assume Gaussian models for the image patches. This improvement in performance can be attributed to the use of per-patch models. Unfortunately such an…

Computer Vision and Pattern Recognition · Computer Science 2017-12-08 Cecilia Aguerrebere , Andrés Almansa , Julie Delon , Yann Gousseau , Pablo Musé

Critical aspects of computational imaging systems, such as experimental design and image priors, can be optimized through deep networks formed by the unrolled iterations of classical model-based reconstructions (termed physics-based…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Michael Kellman , Kevin Zhang , Jon Tamir , Emrah Bostan , Michael Lustig , Laura Waller

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Reservoir computing is a machine learning paradigm that uses a high-dimensional dynamical system, or \emph{reservoir}, to approximate and predict time series data. The scale, speed and power usage of reservoir computers could be enhanced by…

Neural and Evolutionary Computing · Computer Science 2022-11-16 Forrest C. Sheldon , Artemy Kolchinsky , Francesco Caravelli

Reservoir computers are a type of neuromorphic computer that may be built a an analog system, potentially creating powerful computers that are small, light and consume little power. Typically a reservoir computer is build by connecting…

Neural and Evolutionary Computing · Computer Science 2021-02-03 Thomas L. Carroll

We explore the hyperparameter space of reservoir computers used for forecasting of the chaotic Lorenz '63 attractor with Bayesian optimization. We use a new measure of reservoir performance, designed to emphasize learning the global climate…

Machine Learning · Computer Science 2020-01-08 Aaron Griffith , Andrew Pomerance , Daniel J. Gauthier

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Reservoir Computing is an Unconventional Computation model to perform computation on various different substrates, such as recurrent neural networks or physical materials. The method takes a 'black-box' approach, training only the outputs…

Emerging Technologies · Computer Science 2025-03-03 Chester Wringe , Martin Trefzer , Susan Stepney

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

Bayesian optimization is normally performed within fixed variable bounds. In cases like hyperparameter tuning for machine learning algorithms, setting the variable bounds is not trivial. It is hard to guarantee that any fixed bounds will…

Optimization and Control · Mathematics 2020-01-15 Wei Chen , Mark Fuge

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is hence governed by two parameters: (i) The type of test, and (ii)…

Reservoir computing (RC) is a machine learning algorithm that can learn complex time series from data very rapidly based on the use of high-dimensional dynamical systems, such as random networks of neurons, called "reservoirs." To implement…

Machine Learning · Computer Science 2020-12-29 Yusuke Sakemi , Kai Morino , Timothée Leleu , Kazuyuki Aihara

Machine learning techniques have proven very efficient in assorted classification tasks. Nevertheless, processing time-dependent high-speed signals can turn into an extremely challenging task, especially when these signals have been…

Signal Processing · Electrical Eng. & Systems 2018-04-11 Apostolos Argyris , Julián Bueno , Ingo Fischer

Advances in artificial intelligence are driven by technologies inspired by the brain, but these technologies are orders of magnitude less powerful and energy efficient than biological systems. Inspired by the nonlinear dynamics of neural…

Reservoir computing is a machine learning paradigm that transforms the transient dynamics of high-dimensional nonlinear systems for processing time-series data. Although reservoir computing was initially proposed to model information…

Neurons and Cognition · Quantitative Biology 2023-06-14 Takuma Sumi , Hideaki Yamamoto , Yuichi Katori , Satoshi Moriya , Tomohiro Konno , Shigeo Sato , Ayumi Hirano-Iwata

Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…

Machine Learning · Computer Science 2022-10-20 Samuel Daulton , Xingchen Wan , David Eriksson , Maximilian Balandat , Michael A. Osborne , Eytan Bakshy

In this paper, we bridge the gap between hyperparameter optimization and ensemble learning by performing Bayesian optimization of an ensemble with regards to its hyperparameters. Our method consists in building a fixed-size ensemble,…

Machine Learning · Computer Science 2016-05-23 Julien-Charles Lévesque , Christian Gagné , Robert Sabourin

The topology of a network associated with a reservoir computer is often taken so that the connectivity and the weights are chosen randomly. Optimization is hardly considered as the parameter space is typically too large. Here we investigate…

Disordered Systems and Neural Networks · Physics 2021-01-19 Chad Nathe , Enrico Del Frate , Thomas Carroll , Louis Pecora , Afroza Shirin , Francesco Sorrentino

With a Bayesian approach, the linear optics correction algorithm for storage rings is revisited. Starting from the Bayes' theorem, a complete linear optics model is simplified as "likelihood functions" and "prior probability distributions".…

Accelerator Physics · Physics 2019-04-18 Yongjun Li , Robert Rainer , Weixing Cheng
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