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Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless…

Machine Learning · Statistics 2020-02-27 Daniele Calandriello , Luigi Carratino , Alessandro Lazaric , Michal Valko , Lorenzo Rosasco

In this paper, we consider the time-varying Bayesian optimization problem. The unknown function at each time is assumed to lie in an RKHS (reproducing kernel Hilbert space) with a bounded norm. We adopt the general variation budget model to…

Machine Learning · Computer Science 2021-05-04 Xingyu Zhou , Ness Shroff

We consider an optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to…

Machine Learning · Computer Science 2026-03-13 Shuhei Sugiura , Ichiro Takeuchi , Shion Takeno

Several combinatorial optimization problems can be solved with NISQ devices once that a corresponding quadratic unconstrained binary optimization (QUBO) form is derived. The aim of this work is to drastically reduce the variables needed for…

Quantum Physics · Physics 2026-02-25 Dario De Santis , Salvatore Tirone , Stefano Marmi , Vittorio Giovannetti

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Machine Learning · Computer Science 2023-11-07 Lin Yang , Junlong Lyu , Wenlong Lyu , Zhitang Chen

The Quantum Approximate Optimization Algorithm (QAOA) adopts a hybrid quantum-classical approach to find approximate solutions to variational optimization problems. In fact, it relies on a classical subroutine to optimize the parameters of…

Quantum Physics · Physics 2023-07-31 Simone Tibaldi , Davide Vodola , Edoardo Tignone , Elisa Ercolessi

Quantum computing offers significant potential for solving NP-hard combinatorial (optimization) problems that are beyond the reach of classical computers. One way to tap into this potential is by reformulating combinatorial problems as a…

We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

Coherent errors in quantum operations are ubiquitous. Whether arising from spurious environmental couplings or errors in control fields, such errors can accumulate rapidly and degrade the performance of a quantum circuit significantly more…

Quantum Physics · Physics 2022-05-03 Anthony M. Polloreno , Kevin C. Young

Guided-diffusion black-box optimization (BO) has shown strong empirical performance on structured design problems such as molecules and crystals, but its regret behavior remains poorly understood. Existing BO regret analyses typically rely…

Machine Learning · Statistics 2026-05-12 Masaki Adachi , Anita Yang , Yakun Wang , Song Liu

Bayesian optimization is highly effective for optimizing expensive-to-evaluate black-box functions, but it faces significant computational challenges due to the cubic per-iteration cost of Gaussian processes, which results in a total time…

Optimization and Control · Mathematics 2026-05-21 Tansheng Zhu , Hongyu Zhou , Ke Jin , Xusheng Xu , Qiufan Yuan , Lijie Ji

In this note, we describe an experiment on portfolio optimization using the Quadratic Unconstrained Binary Optimization (QUBO) formulation. The dataset we use is taken from a real-world problem for which a classical solution is currently…

Quality-Diversity (QD) has demonstrated potential in discovering collections of diverse solutions to optimisation problems. Originally designed for deterministic environments, QD has been extended to noisy, stochastic, or uncertain domains…

Neural and Evolutionary Computing · Computer Science 2025-02-11 Manon Flageat , Johann Huber , François Helenon , Stephane Doncieux , Antoine Cully

As quantum computing advances, quantum approximate optimization algorithms (QAOA) have shown promise in addressing combinatorial optimization problems. However, the limitations of Noisy Intermediate Scale Quantum (NISQ) devices hinder the…

The present era of quantum processors with hundreds to thousands of noisy qubits has sparked interest in understanding the computational power of these devices and how to leverage it to solve practically relevant problems. For applications…

Quantum Physics · Physics 2026-04-15 Victor Martinez , Omar Fawzi , Daniel Stilck França

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Machine Learning · Statistics 2025-02-05 Haoxian Chen , Henry Lam

There is growing interest in solving computer vision problems such as mesh or point set alignment using Adiabatic Quantum Computing (AQC). Unfortunately, modern experimental AQC devices such as D-Wave only support Quadratic Unconstrained…

Quantum approximate optimization is one of the promising candidates for useful quantum computation, particularly in the context of finding approximate solutions to Quadratic Unconstrained Binary Optimization (QUBO) problems. However, the…

Quadratically Constrained Quadratic Programs (QCQPs) are an important class of optimization problems with diverse real-world applications. In this work, we propose a variational quantum algorithm for general QCQPs. By encoding the variables…

Quantum Physics · Physics 2023-09-20 Hongyi Zhou , Sirui Peng , Qian Li , Xiaoming Sun

Combinatorial optimization problems are pivotal across many fields. Among these, Quadratic Unconstrained Binary Optimization (QUBO) problems, central to fields like portfolio optimization, network design, and computational biology, are…

Optimization and Control · Mathematics 2024-06-07 Yuhan Huang , Siyuan Jin , Yichi Zhang , Ling Pan , Qiming Shao