Related papers: Towards Practical Preferential Bayesian Optimizati…
Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…
Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…
Resided at the intersection of multi-fidelity optimization (MFO) and Bayesian optimization (BO), MF BO has found a niche in solving expensive engineering design optimization problems, thanks to its advantages in incorporating physical and…
Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…
The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely…
Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…
Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…
This paper presents a novel approach to top-$k$ ranking Bayesian optimization (top-$k$ ranking BO) which is a practical and significant generalization of preferential BO to handle top-$k$ ranking and tie/indifference observations. We first…
Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…
Many real-world multi-objective optimisation problems rely on computationally expensive function evaluations. Multi-objective Bayesian optimisation (BO) can be used to alleviate the computation time to find an approximated set of Pareto…
Bayesian optimization (BO) is a powerful framework for optimizing expensive black-box objectives, yet extending it to graph-structured domains remains challenging due to the discrete and combinatorial nature of graphs. Existing approaches…
Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…
Bayesian Optimization (BO) is an efficient tool for optimizing black-box functions, but its theoretical guarantees typically hold in the asymptotic regime. In many critical real-world applications such as drug discovery or materials design,…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…
Bayesian Optimization (BO) has been widely used to efficiently optimize expensive black-box functions with limited evaluations. In this paper, we investigate the use of BO for prompt engineering to enhance text classification with Large…
Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…
Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…