Related papers: Batch Bayesian Optimization for Replicable Experim…
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…
Deep learning models deployed on edge devices frequently encounter resource variability, which arises from fluctuating energy levels, timing constraints, or prioritization of other critical tasks within the system. State-of-the-art machine…
Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…
Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…
We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of…
In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
One way to reduce the time of conducting optimization studies is to evaluate designs in parallel rather than just one-at-a-time. For expensive-to-evaluate black-boxes, batch versions of Bayesian optimization have been proposed. They work by…
Lexicase selection achieves very good solution quality by introducing ordered test cases. However, the computational complexity of lexicase selection can prohibit its use in many applications. In this paper, we introduce Batch Tournament…
This paper proposes Bayesian Adaptive Trials (BAT) as both an efficient method to conduct trials and a unifying framework for evaluation social policy interventions, addressing limitations inherent in traditional methods such as Randomized…
User-randomized A/B testing has emerged as the gold standard for online experimentation. However, when this kind of approach is not feasible due to legal, ethical or practical considerations, experimenters have to consider alternatives like…
The practical use of Bayesian Optimization (BO) in engineering applications imposes special requirements: high sampling efficiency on the one hand and finding a robust solution on the other hand. We address the case of adversarial…
Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…
We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…
The proliferation of heterogeneous configurations in distributed systems presents significant challenges in ensuring stability and efficiency. Misconfigurations, driven by complex parameter interdependencies, can lead to critical failures.…
Bayesian optimization (BO) is a sample-efficient approach for tuning design parameters to optimize expensive-to-evaluate, black-box performance metrics. In many manufacturing processes, the design parameters are subject to random input…
Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…
Recurrent neural networks (RNNs) are a powerful approach for time series prediction. However, their performance is strongly affected by their architecture and hyperparameter settings. The architecture optimization of RNNs is a…
Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…
Thompson sampling provides a solution to bandit problems in which new observations are allocated to arms with the posterior probability that an arm is optimal. While sometimes easy to implement and asymptotically optimal, Thompson sampling…