Related papers: Variational Entropy Search for Adjusting Expected …
Searching large and complex design spaces for a global optimum can be infeasible and unnecessary. A practical alternative is to iteratively refine the neighborhood of an initial design using local optimization methods such as gradient…
Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…
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) with Gaussian processes is a powerful methodology to optimize an expensive black-box function with as few function evaluations as possible. The expected improvement (EI) and probability of improvement (PI) are…
We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization…
Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…
Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…
The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by leveraging a fitted surrogate model to guide the selection of…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
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…
The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…
We present an information-theoretic framework for solving global black-box optimization problems that also have black-box constraints. Of particular interest to us is to efficiently solve problems with decoupled constraints, in which…
Effective techniques for eliciting user preferences have taken on added importance as recommender systems (RSs) become increasingly interactive and conversational. A common and conceptually appealing Bayesian criterion for selecting queries…
The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…
We consider optimization of composite objective functions, i.e., of the form $f(x)=g(h(x))$, where $h$ is a black-box derivative-free expensive-to-evaluate function with vector-valued outputs, and $g$ is a cheap-to-evaluate real-valued…
We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the…
Although the expectation maximisation (EM) algorithm was introduced in 1970, it remains somewhat inaccessible to machine learning practitioners due to its obscure notation, terse proofs and lack of concrete links to modern machine learning…
Bayesian optimization (BO) is an efficient method for optimizing expensive black-box functions. In real-world applications, BO often faces a major problem of missing values in inputs. The missing inputs can happen in two cases. First, the…
Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…
This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…