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Scientific optimization problems are usually concerned with balancing multiple competing objectives, which come as preferences over both the outcomes of an experiment (e.g. maximize the reaction yield) and the corresponding input parameters…

Machine Learning · Computer Science 2025-01-28 Mohammad Haddadnia , Leonie Grashoff , Felix Strieth-Kalthoff

Despite their promise, fair machine learning methods often yield Pareto-inefficient models, in which the performance of certain groups can be improved without degrading that of others. This issue arises frequently in traditional…

Machine Learning · Computer Science 2026-01-23 Sofiane Tanji , Samuel Vaiter , Yassine Laguel

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

Machine Learning · Statistics 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

High-fidelity complex engineering simulations are highly predictive, but also computationally expensive and often require substantial computational efforts. The mitigation of computational burden is usually enabled through parallelism in…

Machine Learning · Statistics 2021-02-08 Anh Tran , Mike Eldred , Tim Wildey , Scott McCann , Jing Sun , Robert J. Visintainer

Maintaining the pair similarity relationship among originally high-dimensional data into a low-dimensional binary space is a popular strategy to learn binary codes. One simiple and intutive method is to utilize two identical code matrices…

Information Retrieval · Computer Science 2018-11-28 Xiaoshuang Shi , Fuyong Xing , Zizhao Zhang , Manish Sapkota , Zhenhua Guo , Lin Yang

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

Machine Learning · Computer Science 2022-09-05 Julia Grosse , Cheng Zhang , Philipp Hennig

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to…

Machine Learning · Statistics 2018-08-06 Zi Wang , Chengtao Li , Stefanie Jegelka , Pushmeet Kohli

Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…

Machine Learning · Statistics 2023-03-16 Saad Hamid , Sebastian Schulze , Michael A. Osborne , Stephen J. Roberts

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

Bayesian Optimization (BO) is an effective framework for globally optimizing functions whose evaluations are expensive. It is particularly effective for optimizing functions defined over continuous domains and explicitly handles stochastic…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Buqing Ou , Frederike Dümbgen

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

Probabilistic smoothing is a standard tool for global optimization, but existing methods rely on Gaussian kernels and specific transforms, often resulting in strong hyperparameter sensitivity and limited robustness. We propose a general…

Machine Learning · Computer Science 2026-05-27 Kukyoung Jang , Taehyun Cho , Junrui Zhang , Ping Xu , Kyungjae Lee

Bayesian Optimization (BO) is a powerful framework for optimizing noisy, expensive-to-evaluate black-box functions. When the objective exhibits invariances under a group action, exploiting these symmetries can substantially improve BO…

Machine Learning · Statistics 2025-09-30 Anthony Bardou , Antoine Gonon , Aryan Ahadinia , Patrick Thiran

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points…

Machine Learning · Computer Science 2022-10-25 Rafael Oliveira , Louis Tiao , Fabio Ramos

Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…

Machine Learning · Statistics 2023-03-20 Saad Hamid , Xingchen Wan , Martin Jørgensen , Binxin Ru , Michael Osborne

We study the problem of probability distribution matching and sampling on near-term quantum computers, aiming to construct parameterized circuits that generate samples from a target distribution while minimizing resource overhead. This task…

Quantum Physics · Physics 2026-05-26 Nicholas S. DiBrita , Jason Han , Krishna Bhatia , Younghyun Cho , Hengrui Luo , Tirthak Patel