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Bayesian Active Learning (BAL) is an efficient framework for learning the parameters of a model, in which input stimuli are selected to maximize the mutual information between the observations and the unknown parameters. However, the…

Quantitative Methods · Quantitative Biology 2022-12-01 Camille Gontier , Simone Carlo Surace , Igor Delvendahl , Martin Müller , Jean-Pascal Pfister

Sparse Bayesian learning (SBL) has emerged as a fast and competitive method to perform sparse processing. The SBL algorithm, which is developed using a Bayesian framework, approximately solves a non-convex optimization problem using fixed…

Bayesian optimization (BO) is a model-based approach to sequentially optimize expensive black-box functions, such as the validation error of a deep neural network with respect to its hyperparameters. In many real-world scenarios, the…

Machine Learning · Statistics 2019-10-17 Valerio Perrone , Iaroslav Shcherbatyi , Rodolphe Jenatton , Cedric Archambeau , Matthias Seeger

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

In this work, we will investigate a Bayesian approach to estimating the parameters of long memory models. Long memory, characterized by the phenomenon of hyperbolic autocorrelation decay in time series, has garnered significant attention.…

Methodology · Statistics 2024-06-19 Clara Grazian

Bayesian optimization (BO) is an efficient and flexible global optimization framework that is applicable to a very wide range of engineering applications. To leverage the capability of the classical BO, many extensions, including…

Machine Learning · Statistics 2021-09-01 Anh Tran , Mike Eldred , Scott McCann , Yan Wang

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Machine Learning · Statistics 2022-08-09 Simón Rodríguez Santana , Luis A. Ortega , Daniel Hernández-Lobato , Bryan Zaldívar

Optimizing an expensive-to-query function is a common task in science and engineering, where it is beneficial to keep the number of queries to a minimum. A popular strategy is Bayesian optimization (BO), which leverages probabilistic models…

Machine Learning · Computer Science 2019-07-05 Willie Neiswanger , Kirthevasan Kandasamy , Barnabas Poczos , Jeff Schneider , Eric Xing

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and,…

Machine Learning · Statistics 2020-05-27 Virginia Aglietti , Xiaoyu Lu , Andrei Paleyes , Javier González

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Machine Learning · Computer Science 2026-04-20 Yaohong Yang , Sammie Katt , Samuel Kaski

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Building local surrogates to accelerate stationary point searches on potential energy surfaces spans decades of effort. Done correctly, surrogates can reduce the number of expensive electronic structure evaluations by roughly an order of…

Machine Learning · Statistics 2026-04-30 Rohit Goswami

We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our…

Machine Learning · Statistics 2018-03-12 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli

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

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…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

Variational Autoencoder based Bayesian Optimization (VAE-BO) has demonstrated its excellent performance in addressing high-dimensional structured optimization problems. However, current mainstream methods overlook the potential of utilizing…

Machine Learning · Computer Science 2023-12-29 Taicai Chen , Yue Duan , Dong Li , Lei Qi , Yinghuan Shi , Yang Gao

When using machine learning (ML) techniques, users typically need to choose a plethora of algorithm-specific parameters, referred to as hyperparameters. In this paper, we compare the performance of two algorithms, particle swarm…

Data Analysis, Statistics and Probability · Physics 2023-10-16 Laurits Tani , Christian Veelken

With the rise of different language model architecture, fine-tuning is becoming even more important for down stream tasks Model gets messy, finding proper hyperparameters for fine-tuning. Although BO has been tried for hyperparameter…

Computation and Language · Computer Science 2025-05-26 Zishuo Bao , Yibo Liu , Changyutao Qiu