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Physics-informed neural networks (PINNs) is becoming a popular alternative method for solving partial differential equations (PDEs). However, they require dedicated manual modifications to the hyperparameters of the network, the sampling…

Computational Engineering, Finance, and Science · Computer Science 2025-04-15 Rui Zhang , Liang Li , Stéphane Lanteri , Hao Kang , Jiaqi Li

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Machine learning models perform well across domains such as diagnostics, weather forecasting, NLP, and autonomous driving, but their limited uncertainty handling restricts use in safety-critical settings. Traditional neural networks often…

Machine Learning · Computer Science 2025-12-01 Bernhard Klein , Falk Selker , Hendrik Borras , Sophie Steger , Franz Pernkopf , Holger Fröning

Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…

Machine Learning · Computer Science 2024-05-20 Maxim Ziatdinov

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging…

Machine Learning · Computer Science 2020-10-23 Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Machine Learning · Computer Science 2021-05-04 George De Ath , Richard Everson , Jonathan Fieldsend

Prior-data fitted networks (PFNs) are a promising alternative to time-consuming Gaussian process (GP) inference for creating fast surrogates of physical systems. PFN reduces the computational burden of GP-training by replacing Bayesian…

Machine Learning · Computer Science 2025-12-02 Kaustubh Sharma , Simardeep Singh , Parikshit Pareek

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational…

Machine Learning · Computer Science 2019-03-15 Shengyang Sun , Guodong Zhang , Jiaxin Shi , Roger Grosse

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Machine Learning · Statistics 2025-08-26 Roi Naveiro , Becky Tang

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable…

Machine Learning · Statistics 2019-05-10 Ziyu Wang , Tongzheng Ren , Jun Zhu , Bo Zhang

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.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential…

Machine Learning · Computer Science 2021-06-02 Xuhui Meng , Hessam Babaee , George Em Karniadakis

Bayesian optimization~(BO) is often used for accelerator tuning due to its high sample efficiency. However, the computational scalability of training over large data-set can be problematic and the adoption of historical data in a…

Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the…

Machine Learning · Computer Science 2020-12-11 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

In recent years, neural networks (NNs) have become increasingly popular for surrogate modeling tasks in mechanics and materials modeling applications. While traditional NNs are deterministic functions that rely solely on data to learn the…

Machine Learning · Statistics 2025-01-03 Javad Ghorbanian , Nicholas Casaprima , Audrey Olivier

Fourier neural operators (FNOs) are a recently introduced neural network architecture for learning solution operators of partial differential equations (PDEs), which have been shown to perform significantly better than comparable deep…

Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box functions. However, in settings with very few function evaluations, a successful application of BO may require transferring information from…

Machine Learning · Computer Science 2024-09-10 Aryan Deshwal , Sait Cakmak , Yuhou Xia , David Eriksson

Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question.…

Machine Learning · Statistics 2018-08-01 Soumya Ghosh , Jiayu Yao , Finale Doshi-Velez