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Bayesian optimization is a powerful optimization tool for problems where native first-order derivatives are unavailable. Recently, constrained Bayesian optimization (CBO) has been applied to many engineering applications where constraints…

Optimization and Control · Mathematics 2024-03-21 J. Wang , C. G. Petra , J. L. Peterson

Bayesian Optimization (BO) is an effective approach for global optimization of black-box functions when function evaluations are expensive. Most prior works use Gaussian processes to model the black-box function, however, the use of kernels…

Machine Learning · Computer Science 2023-09-25 Dat Phan-Trong , Hung Tran-The , Sunil Gupta

We introduce BayeSQP, a novel algorithm for general black-box optimization that merges the structure of sequential quadratic programming with concepts from Bayesian optimization. BayeSQP employs second-order Gaussian process surrogates for…

Machine Learning · Computer Science 2026-02-04 Paul Brunzema , Sebastian Trimpe

Quantum computing has emerged as a promising alternative for solving combinatorial optimization problems. The standard approach for encoding optimization problems on quantum processing units (QPUs) involves transforming them into their…

Emerging Technologies · Computer Science 2025-10-15 Meerzhan Kanatbekova , Vincenzo De Maio , Ivona Brandic

This paper studies bandit convex optimization with constraints, where the learner aims to generate a sequence of decisions under partial information of loss functions such that the cumulative loss is reduced as well as the cumulative…

Machine Learning · Computer Science 2023-10-18 Yasunari Hikima

Quantum Approximate Optimization Algorithm (QAOA) can be used to solve quadratic unconstrained binary optimization (QUBO) problems. However, the size of the solvable problem is limited by the number of qubits. To leverage noisy…

Quantum Physics · Physics 2025-06-10 Wending Zhao , Gaoxiang Tang

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

Quantum convolutional neural networks (QCNNs) represent a promising approach in quantum machine learning, paving new directions for both quantum and classical data analysis. This approach is particularly attractive due to the absence of the…

Quantum Physics · Physics 2025-08-06 Changwon Lee , Israel F. Araujo , Dongha Kim , Junghan Lee , Siheon Park , Ju-Young Ryu , Daniel K. Park

Assessment of practical quantum information processing (QIP) remains partial without understanding limits imposed by noise. Unfortunately, mere description of noise grows exponentially with system size, becoming cumbersome even for modest…

Quantum Physics · Physics 2024-08-14 Vikesh Siddhu , John Smolin

The paper considers the problem of global optimization in the setup of stochastic process bandits. We introduce an UCB algorithm which builds a cascade of discretization trees based on generic chaining in order to render possible his…

Machine Learning · Statistics 2016-02-22 Emile Contal , Nicolas Vayatis

We study the regret minimization problem in the novel setting of generalized kernelized bandits (GKBs), where we optimize an unknown function $f^*$ belonging to a reproducing kernel Hilbert space (RKHS) having access to samples generated by…

Machine Learning · Computer Science 2025-12-12 Alberto Maria Metelli , Simone Drago , Marco Mussi

A range of quantum algorithms, especially those leveraging variational parameterization and circuit-based optimization, are being studied as alternatives for solving classically intractable combinatorial optimization problems (COPs).…

Quantum Physics · Physics 2025-06-18 Monit Sharma , Hoong Chuin Lau

The contextual combinatorial semi-bandit problem with linear payoff functions is a decision-making problem in which a learner chooses a set of arms with the feature vectors in each round under given constraints so as to maximize the sum of…

Recently, we have been witnessing the scale-up of superconducting quantum computers; however, the noise of quantum bits (qubits) is still an obstacle for real-world applications to leveraging the power of quantum computing. Although there…

Quantum Physics · Physics 2023-04-11 Zhirui Hu , Youzuo Lin , Qiang Guan , Weiwen Jiang

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…

Machine Learning · Computer Science 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We investigate the contextual bandits with knapsack (CBwK) problem in a high-dimensional linear setting, where the feature dimension can be very large. Our goal is to harness sparsity to obtain sharper regret guarantees. To this end, we…

Machine Learning · Computer Science 2025-08-05 Wanteng Ma , Dong Xia , Jiashuo Jiang

The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications for the minimization of simple regret. However, under the…

Machine Learning · Computer Science 2024-10-04 Shouri Hu , Haowei Wang , Zhongxiang Dai , Bryan Kian Hsiang Low , Szu Hui Ng

Quadratic Unconstrained Binary Optimization (QUBO) provides a versatile framework for representing NP-hard combinatorial problems, yet existing solvers often face trade-offs among speed, accuracy, and scalability. In this work, we introduce…

Quantum Physics · Physics 2025-06-06 Jiecheng Yang , Ding Wang , Xiang Zhao , Hairui Zhang , Ming Gao , Lin Yang

We present a hybrid quantum algorithm for estimating gaps in many-body energy spectra, supported by an analytic proof of its inherent resilience to state preparation and measurement errors, as well as mid-circuit multi-qubit depolarizing…

Quantum Physics · Physics 2025-02-14 Woo-Ram Lee , Nathan M. Myers , V. W. Scarola

In this paper, we introduce a novel and robust approach to Quantized Matrix Completion (QMC). First, we propose a rank minimization problem with constraints induced by quantization bounds. Next, we form an unconstrained optimization problem…

Machine Learning · Statistics 2019-02-20 Ashkan Esmaeili , Farokh Marvasti
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