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Related papers: Dynamic Causal Bayesian Optimization

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Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Perfect adaptation in a dynamical system is the phenomenon that one or more variables have an initial transient response to a persistent change in an external stimulus but revert to their original value as the system converges to…

Artificial Intelligence · Computer Science 2023-02-27 Tineke Blom , Joris M. Mooij

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Machine Learning · Computer Science 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

It is commonly believed that Bayesian optimization (BO) algorithms are highly efficient for optimizing numerically costly functions. However, BO is not often compared to widely different alternatives, and is mostly tested on narrow sets of…

Optimization and Control · Mathematics 2021-10-01 Rodolphe Le Riche , Victor Picheny

In applications such as molecule design or drug discovery, it is desirable to have an algorithm which recommends new candidate molecules based on the results of past tests. These molecules first need to be synthesized and then tested for…

Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

Promising results have driven a recent surge of interest in continuous optimization methods for Bayesian network structure learning from observational data. However, there are theoretical limitations on the identifiability of underlying…

We consider a context-dependent ranking and selection problem. The best design is not universal but depends on the contexts. Under a Bayesian framework, we develop a dynamic sampling scheme for context-dependent optimization (DSCO) to…

Methodology · Statistics 2020-12-21 Haidong Li , Henry Lam , Zhe Liang , Yijie Peng

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

Machine Learning · Computer Science 2021-03-18 Takuya Kanazawa

Changing conditions or environments can cause system dynamics to vary over time. To ensure optimal control performance, controllers should adapt to these changes. When the underlying cause and time of change is unknown, we need to rely on…

Machine Learning · Computer Science 2023-06-28 Paul Brunzema , Alexander von Rohr , Sebastian Trimpe

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…

Machine Learning · Statistics 2025-06-10 Haijie Xu , Chen Zhang

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Clinical decisions are often guided by clinical prediction models or diagnostic tests. Decision curve analysis (DCA) combines classical assessment of predictive performance with the consequences of using these strategies for clinical…

Methodology · Statistics 2023-08-07 Giuliano N. F. Cruz , Keegan Korthauer

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

Graphical models are widely used to study biological networks. Interventions on network nodes are an important feature of many experimental designs for the study of biological networks. In this paper we put forward a causal variant of…

Methodology · Statistics 2015-06-17 Simon E. F. Spencer , Steven M. Hill , Sach Mukherjee