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Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Machine Learning · Statistics 2023-08-03 Meng Qi , Paul Grigas , Zuo-Jun Max Shen

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

We consider the problem of decision-making under uncertainty in an environment with safety constraints. Many business and industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown…

Machine Learning · Computer Science 2023-01-31 Buse Sibel Korkmaz , Marta Zagórowska , Mehmet Mercangöz

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the obvious influence of spatial constraints on agents' performance. Yet hand-designing improved environment…

Robotics · Computer Science 2022-09-26 Zhan Gao , Amanda Prorok

Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the…

Machine Learning · Statistics 2014-05-13 James Brofos

Numerous challenges in science and engineering can be framed as optimization tasks, including the maximization of reaction yields, the optimization of molecular and materials properties, and the fine-tuning of automated hardware protocols.…

Optimization and Control · Mathematics 2021-11-19 Matteo Aldeghi , Florian Häse , Riley J. Hickman , Isaac Tamblyn , Alán Aspuru-Guzik

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Machine Learning · Computer Science 2024-10-23 Amanda A. Volk , Kristofer G. Reyes , Jeffrey G. Ethier , Luke A. Baldwin

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly.…

Machine Learning · Statistics 2016-08-18 Doniyor Ulmasov , Caroline Baroukh , Benoit Chachuat , Marc Peter Deisenroth , Ruth Misener

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

Machine Learning · Computer Science 2019-09-04 David Nass , Boris Belousov , Jan Peters

Bayesian optimization (BO) is increasingly employed in critical applications to find the optimal design with minimal cost. While BO is known for its sample efficiency, relying solely on costly high-fidelity data can still result in high…

Artificial Intelligence · Computer Science 2025-03-25 Zahra Zanjani Foumani , Ramin Bostanabad

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

General parameters are highly desirable in the natural sciences - e.g., chemical reaction conditions that enable high yields across a range of related transformations. This has a significant practical impact since those general parameters…

Control of quantum systems is a central element of high-precision experiments and the development of quantum technological applications. Control pulses that are typically temporally or spatially modulated are often designed based on…

Quantum Physics · Physics 2021-01-04 Frederic Sauvage , Florian Mintert

Climate-controlled cabins have for decades been standard in vehicles. Model Predictive Controllers (MPCs) have shown promising results in achieving temperature tracking in vehicle cabins and may improve upon model-free control performance.…

Systems and Control · Electrical Eng. & Systems 2023-10-06 David Stenger , Tim Reuscher , Heike Vallery , Dirk Abel

Bayesian Optimization (BO) machine learning method is increasingly used to guide experimental optimization tasks in materials science. To emulate the large number of input variables and noise-containing results in experimental materials…