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Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

Machine Learning · Computer Science 2025-04-09 Erik Hellsten , Carl Hvarfner , Leonard Papenmeier , Luigi Nardi

Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good…

Machine Learning · Computer Science 2024-02-16 Carl Hvarfner , Erik Hellsten , Frank Hutter , Luigi Nardi

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given…

Optimization and Control · Mathematics 2024-11-18 Hui Huang , Hicham Kouhkouh

Efficient design of genomic perturbation experiments is crucial for accelerating drug discovery and therapeutic target identification, yet exhaustive perturbation of the human genome remains infeasible due to the vast search space of…

Machine Learning · Statistics 2026-03-24 Yanke Li , Tianyu Cui , Tommaso Mansi , Mangal Prakash , Rui Liao

In this work, we examine recently developed methods for Bayesian inference of optimal dynamic treatment regimes (DTRs). DTRs are a set of treatment decision rules aimed at tailoring patient care to patient-specific characteristics, thereby…

Methodology · Statistics 2023-03-28 Daniel Rodriguez Duque , Erica E. M. Moodie , David A. Stephens

Automated chemical synthesis, materials fabrication, and spectroscopic physical measurements often bring forth the challenge of process trajectory optimization, i.e., discovering the time dependence of temperature, electric field, or…

Disordered Systems and Neural Networks · Physics 2022-06-28 Mani Valleti , Rama K. Vasudevan , Maxim A. Ziatdinov , Sergei V. Kalinin

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

Feature selection is an important problem in machine learning, which aims to select variables that lead to an optimal predictive model. In this paper, we focus on feature selection for post-intervention outcome prediction from…

Machine Learning · Statistics 2021-03-16 Sofia Triantafillou , Fattaneh Jabbari , Greg Cooper

Causal discovery aims to uncover cause-and-effect relationships encoded in causal graphs by leveraging observational, interventional data, or their combination. The majority of existing causal discovery methods are developed assuming…

Machine Learning · Computer Science 2024-06-25 Muhammad Qasim Elahi , Lai Wei , Murat Kocaoglu , Mahsa Ghasemi

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

Data-efficiency is crucial for autonomous robots to adapt to new tasks and environments. In this work we focus on robotics problems with a budget of only 10-20 trials. This is a very challenging setting even for data-efficient approaches…

Robotics · Computer Science 2019-07-11 Rika Antonova , Akshara Rai , Tianyu Li , Danica Kragic

One of the focus areas of modern scientific research is to reveal mysteries related to genes and their interactions. The dynamic interactions between genes can be encoded into a gene regulatory network (GRN), which can be used to gain…

Optimization and Control · Mathematics 2020-07-16 Atte Aalto , Lauri Viitasaari , Pauliina Ilmonen , Laurent Mombaerts , Jorge Goncalves

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…

Machine Learning · Computer Science 2026-04-07 Turan Orujlu , Christian Gumbsch , Martin V. Butz , Charley M Wu

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off…

Machine Learning · Computer Science 2022-11-02 Ankush Chakrabarty

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola