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We consider infinite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor data, and focus on the problem of finding sensor placements that maximize the expected information gain (EIG). This study is motivated by…

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…

Perceptual estimates exhibit a reversal in bias depending on uncertainty: they shift toward prior expectations under high stimulus noise, but away from them when sensory noise dominates. The normative framework of a Bayesian observer model…

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Bayesian optimization (BO) is a popular method for efficiently inferring optima of an expensive black-box function via a sequence of queries. Existing information-theoretic BO procedures aim to make queries that most reduce the uncertainty…

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…

One of the most interesting features of Bayesian optimization for direct policy search is that it can leverage priors (e.g., from simulation or from previous tasks) to accelerate learning on a robot. In this paper, we are interested in…

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Bayesian Optimization (BO) is used to find the global optima of black box functions. In this work, we propose a practical BO method of function compositions where the form of the composition is known but the constituent functions are…

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

The bias-variance trade-off is a well-known problem in machine learning that only gets more pronounced the less available data there is. In active learning, where labeled data is scarce or difficult to obtain, neglecting this trade-off can…

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Gaussian multiplicative noise is commonly used as a stochastic regularisation technique in training of deterministic neural networks. A recent paper reinterpreted the technique as a specific algorithm for approximate inference in Bayesian…

For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

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…