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This paper describes a general-purpose extension of max-value entropy search, a popular approach for Bayesian Optimisation (BO). A novel approximation is proposed for the information gain -- an information-theoretic quantity central to…

Machine Learning · Computer Science 2021-10-27 Henry B. Moss , David S. Leslie , Javier Gonzalez , Paul Rayson

Feature selection in clustering is a hard task which involves simultaneously the discovery of relevant clusters as well as relevant variables with respect to these clusters. While feature selection algorithms are often model-based through…

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Machine Learning · Statistics 2021-04-15 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

In this paper, we focus on developing efficient sensitivity analysis methods for a computationally expensive objective function $f(x)$ in the case that the minimization of it has just been performed. Here "computationally expensive" means…

Machine Learning · Statistics 2015-02-24 Yilun Wang , Christine A. Shoemaker

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest…

Instrumentation and Methods for Astrophysics · Physics 2012-03-12 Philip Graff , Farhan Feroz , Michael P. Hobson , Anthony Lasenby

Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data. Supervised machine learning methods have demonstrated promise in learning efficient surrogate models that can (partially)…

Machine Learning · Statistics 2026-03-24 Atticus Rex , Elizabeth Qian , David Peterson

Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic complexity of fitting the Gaussian process (GP) surrogate model.…

Machine Learning · Statistics 2025-10-13 Qiyu Wei , Haowei Wang , Zirui Cao , Songhao Wang , Richard Allmendinger , Mauricio A Álvarez

Studying materials informatics from a data mining perspective can be beneficial for manufacturing and other industrial engineering applications. Predictive data mining technique and machine learning algorithm are combined to design a…

Databases · Computer Science 2012-09-20 Doreswamy , Hemanth K. S

Geodesic regression has been proposed for fitting the geodesic curve. However, it cannot automatically choose the dimensionality of data. In this paper, we develop a Bayesian geodesic regression model on Riemannian manifolds (BGRM) model.…

Computer Vision and Pattern Recognition · Computer Science 2020-09-16 Youshan Zhang

A key challenge in maximizing the benefits of Magnetic Resonance Imaging (MRI) in clinical settings is to accelerate acquisition times without significantly degrading image quality. This objective requires a balance between under-sampling…

Machine Learning · Computer Science 2025-06-23 Jacopo Iollo , Geoffroy Oudoumanessah , Carole Lartizien , Michel Dojat , Florence Forbes

Self-supervised learning is a popular and powerful method for utilizing large amounts of unlabeled data, for which a wide variety of training objectives have been proposed in the literature. In this study, we perform a Bayesian analysis of…

Machine Learning · Computer Science 2023-02-08 Emanuele Sansone , Robin Manhaeve

In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware manner is an important but underexplored practical…

Machine Learning · Computer Science 2025-12-29 Qian Xie , Linda Cai , Alexander Terenin , Peter I. Frazier , Ziv Scully

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

We propose to use Bayesian optimization (BO) to improve the efficiency of the design selection process in clinical trials. BO is a method to optimize expensive black-box functions, by using a regression as a surrogate to guide the search.…

Methodology · Statistics 2021-05-20 Jakob Richter , Tim Friede , Jörg Rahnenführer

Innovative machine learning techniques have facilitated the inverse design of photonic structures for numerous practical applications. Nevertheless, within these approaches, the quantity of data and the initial data distribution are…

Optics · Physics 2023-11-07 Chanik Kang , Dongjin Seo , Svetlana V Boriskina , Haejun Chung

A parametric adaptive greedy Latent Space Dynamics Identification (gLaSDI) framework is developed for accurate, efficient, and certified data-driven physics-informed greedy auto-encoder simulators of high-dimensional nonlinear dynamical…

Machine Learning · Computer Science 2022-11-28 Xiaolong He , Youngsoo Choi , William D. Fries , Jonathan L. Belof , Jiun-Shyan Chen

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

Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data. Specifically, PPI methods provide tighter confidence intervals by combining small amounts of human-labeled data with…

Machine Learning · Computer Science 2024-05-13 R. Alex Hofer , Joshua Maynez , Bhuwan Dhingra , Adam Fisch , Amir Globerson , William W. Cohen

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

Machine Learning · Computer Science 2022-06-14 Shoki Miyagawa , Atsuyoshi Yano , Naoko Sawada , Isamu Ogawa