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For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

Machine Learning · Statistics 2021-11-02 Tomoharu Iwata

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Riccardo Busetto , Manas Mejari , Marco Forgione , Alberto Bemporad , Dario Piga

Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal…

Machine Learning · Computer Science 2015-03-20 Arthur Guez , David Silver , Peter Dayan

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

Machine Learning · Computer Science 2024-02-12 Yunbei Xu , Assaf Zeevi

Dynamic environments pose great challenges for expensive optimization problems, as the objective functions of these problems change over time and thus require remarkable computational resources to track the optimal solutions. Although…

Neural and Evolutionary Computing · Computer Science 2024-08-14 Huan Zhang , Jinliang Ding , Liang Feng , Kay Chen Tan , Ke Li

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by…

Machine Learning · Computer Science 2020-05-01 Abhishek Gupta , Benjamin Eysenbach , Chelsea Finn , Sergey Levine

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Hossein Nejatbakhsh Esfahani , Javad Mohammadpour Velni

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…

Machine Learning · Statistics 2020-10-26 Benjamin Letham , Roberto Calandra , Akshara Rai , Eytan Bakshy

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

Artificial Intelligence · Computer Science 2019-02-28 Quentin Cappart , Emmanuel Goutierre , David Bergman , Louis-Martin Rousseau

Automatic Chemical Design is a framework for generating novel molecules with optimized properties. The original scheme, featuring Bayesian optimization over the latent space of a variational autoencoder, suffers from the pathology that it…

Machine Learning · Statistics 2019-08-13 Ryan-Rhys Griffiths , José Miguel Hernández-Lobato

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

Humans can continuously learn new knowledge. However, machine learning models suffer from drastic dropping in performance on previous tasks after learning new tasks. Cognitive science points out that the competition of similar knowledge is…

Computer Vision and Pattern Recognition · Computer Science 2022-11-01 Runqi Wang , Yuxiang Bao , Baochang Zhang , Jianzhuang Liu , Wentao Zhu , Guodong Guo

RNA design, the task of finding a sequence that folds into a target secondary structure, has broad biological and biomedical impact but remains computationally challenging due to the exponentially large sequence space and exponentially many…

Machine Learning · Computer Science 2026-02-16 Milan Gautam , Ning Dai , Tianshuo Zhou , Bowen Xie , David Mathews , Liang Huang

Evolutionary reinforcement learning (ERL) algorithms recently raise attention in tackling complex reinforcement learning (RL) problems due to high parallelism, while they are prone to insufficient exploration or model collapse without…

Neural and Evolutionary Computing · Computer Science 2023-08-03 Junyi Wang , Yuanyang Zhu , Zhi Wang , Yan Zheng , Jianye Hao , Chunlin Chen

Black-Box Optimization (BBO) has found successful applications in many fields of science and engineering. Recently, there has been a growing interest in meta-learning particular components of BBO algorithms to speed up optimization and get…

Machine Learning · Computer Science 2024-11-04 Lei Song , Chenxiao Gao , Ke Xue , Chenyang Wu , Dong Li , Jianye Hao , Zongzhang Zhang , Chao Qian

Protein sequence design methods have demonstrated strong performance in sequence generation for de novo protein design. However, as the training objective was sequence recovery, it does not guarantee designability--the likelihood that a…

Machine Learning · Computer Science 2025-06-03 Fanglei Xue , Andrew Kubaney , Zhichun Guo , Joseph K. Min , Ge Liu , Yi Yang , David Baker

Data-efficient learning algorithms are essential in many practical applications for which data collection is expensive, e.g., for the optimal deployment of wireless systems in unknown propagation scenarios. Meta-learning can address this…

Machine Learning · Computer Science 2022-05-25 Ivana Nikoloska , Osvaldo Simeone

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

Reinforcement learning provides a framework for learning to control which actions to take towards completing a task through trial-and-error. In many applications observing interactions is costly, necessitating sample-efficient learning. In…

Machine Learning · Statistics 2020-11-04 Charles Gadd , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski