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We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any…

Machine Learning · Statistics 2017-07-17 Tom Rainforth , Tuan Anh Le , Jan-Willem van de Meent , Michael A. Osborne , Frank Wood

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

This research delves into optimizing mechanism design, with an emphasis on the energy efficiency and the expansive design possibilities of reciprocating mechanisms. It investigates how to efficiently integrate Computer-Aided Design (CAD)…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Abdelmajid Ben Yahya , Santiago Ramos Garces , Nick Van Oosterwyck , Annie Cuyt , Stijn Derammelaere

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

Process control and optimization have been widely used to solve decision-making problems in chemical engineering applications. However, identifying and tuning the best solution algorithm is challenging and time-consuming. Machine learning…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Ilias Mitrai , Prodromos Daoutidis

At present, high-dimensional global optimization problems with time-series models have received much attention from engineering fields. Since it was proposed, Bayesian optimization has quickly become a popular and promising approach for…

Machine Learning · Computer Science 2021-08-06 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

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

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

Quality control in industrial processes is increasingly making use of prior scientific knowledge, often encoded in physical models that require numerical approximation. Statistical prediction, and subsequent optimization, is key to ensuring…

Other Statistics · Statistics 2018-10-23 Antony Overstall , David Woods , Kieran Martin

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

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Quantum approximate optimization algorithm (QAOA) is one of the popular quantum algorithms that are used to solve combinatorial optimization problems via approximations. QAOA is able to be evaluated on both physical and virtual quantum…

Quantum Physics · Physics 2023-12-07 Yu-Cheng Lin , Chuan-Chi Wang , Chia-Heng Tu , Shih-Hao Hung

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

Bayesian optimization (BO) developed as an approach for the efficient optimization of expensive black-box functions without gradient information. A typical BO paper introduces a new approach and compares it to some alternatives on simulated…

Computation · Statistics 2023-10-17 Jiajie Kong , Tony Pourmohamad , Herbert K. H. Lee

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation…

Computational Engineering, Finance, and Science · Computer Science 2024-01-23 Hauke Maathuis , Roeland De Breuker , Saullo G. P. Castro

We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on…

Machine Learning · Statistics 2018-05-23 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

A general condition determining the optimal performance of a complex system has not yet been found and the possibility of its existence is unknown. To contribute in this direction, an optimization algorithm as a complex system is presented.…

Computational Complexity · Computer Science 2007-05-23 Victor Korotkikh , Galina Korotkikh , Darryl Bond

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

Machine Learning · Computer Science 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Plasma-terminating disruptions in future fusion reactors may result in conversion of the initial current to a relativistic runaway electron beam. Validated predictive tools are required to optimize the scenarios and mitigation actuators to…

Plasma Physics · Physics 2022-08-04 Aaro Järvinen , Tünde Fülöp , Eero Hirvijoki , Mathias Hoppe , Adam Kit , Jan Åström
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