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Related papers: Bayesian Optimisation of Functions on Graphs

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Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Machine Learning · Statistics 2020-11-04 Michael Pearce , Janis Klaise , Matthew Groves

Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…

Machine Learning · Statistics 2020-07-01 Yuzhou Gao , Tengchao Yu , Jinglai Li

Bayesian Optimization (BO) has become a core method for solving expensive black-box optimization problems. While much research focussed on the choice of the acquisition function, we focus on online length-scale adaption and the choice of…

Machine Learning · Computer Science 2016-12-12 Kim Peter Wabersich , Marc Toussaint

The neighborhood scope (i.e., number of hops) where graph neural networks (GNNs) aggregate information to characterize a node's statistical property is critical to GNNs' performance. Two-stage approaches, training and validating GNNs for…

Machine Learning · Computer Science 2026-02-16 Paribesh Regmi , Rui Li , Kishan KC

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…

Machine Learning · Statistics 2020-08-17 Petrus Mikkola , Milica Todorović , Jari Järvi , Patrick Rinke , Samuel Kaski

Our capacity to learn representations from data is related to our ability to design filters that can leverage their coupling with the underlying domain. Graph filters are one such tool for network data and have been used in a myriad of…

Signal Processing · Electrical Eng. & Systems 2022-03-16 Bishwadeep Das , Elvin Isufi

In computer science, there exist a large number of optimization problems defined on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…

Machine Learning · Computer Science 2020-04-17 Yaoxin Li , Jing Liu , Guozheng Lin , Yueyuan Hou , Muyun Mou , Jiang Zhang

Computing maximum independent sets in graphs is an important problem in computer science. In this paper, we develop an evolutionary algorithm to tackle the problem. The core innovations of the algorithm are very natural combine operations…

Data Structures and Algorithms · Computer Science 2015-02-06 Sebastian Lamm , Peter Sanders , Christian Schulz

Graphs are a natural representation for systems based on relations between connected entities. Combinatorial optimization problems, which arise when considering an objective function related to a process of interest on discrete structures,…

Machine Learning · Computer Science 2024-08-21 Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

In this work, we propose to employ information-geometric tools to optimize a graph neural network architecture such as the graph convolutional networks. More specifically, we develop optimization algorithms for the graph-based…

Machine Learning · Computer Science 2020-08-25 Mohammad Rasool Izadi , Yihao Fang , Robert Stevenson , Lizhen Lin

Attack graphs are a powerful tool for security risk assessment by analysing network vulnerabilities and the paths attackers can use to compromise network resources. The uncertainty about the attacker's behaviour makes Bayesian networks…

Cryptography and Security · Computer Science 2016-11-07 Luis Muñoz-González , Daniele Sgandurra , Martín Barrère , Emil Lupu

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Machine Learning · Statistics 2018-12-04 James T. Wilson , Frank Hutter , Marc Peter Deisenroth

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes,…

Machine Learning · Computer Science 2020-05-11 George De Ath , Jonathan E. Fieldsend , Richard M. Everson

In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore two methods that have undergone rapid development in recent years: Gaussian processes and…

Portfolio Management · Quantitative Finance 2019-03-13 Joan Gonzalvez , Edmond Lezmi , Thierry Roncalli , Jiali Xu

Graphs are mathematical tools that can be used to represent complex real-world systems, such as financial markets and social networks. Hence, machine learning (ML) over graphs has attracted significant attention recently. However, it has…

Machine Learning · Computer Science 2023-03-22 O. Deniz Kose , Yanning Shen , Gonzalo Mateos

Graph learning is often a necessary step in processing or representing structured data, when the underlying graph is not given explicitly. Graph learning is generally performed centrally with a full knowledge of the graph signals, namely…

Signal Processing · Electrical Eng. & Systems 2021-12-14 Isabela Cunha Maia Nobre , Mireille El Gheche , Pascal Frossard

When applying Machine Learning techniques to problems, one must select model parameters to ensure that the system converges but also does not become stuck at the objective function's local minimum. Tuning these parameters becomes a…

Machine Learning · Statistics 2017-11-16 Lawrence Stewart , Mark Stalzer

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

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg