Related papers: Particle Filter Optimization: A Bayesian Approach …
This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…
The search for the model or ingredients that describe the current vision of our cosmos has led to the creation of a set of highly favorable experiments, and therefore a great flow of information. Due to this torrent of information and the…
The particle filter is one of the most successful methods for state inference and identification of general non-linear and non-Gaussian models. However, standard particle filters suffer from degeneracy of the particle weights, in particular…
Bayesian Optimization (BO) is typically used to optimize an unknown function $f$ that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically…
Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…
In this work we survey some recent results on the global minimization of a non-convex and possibly non-smooth high dimensional objective function by means of particle based gradient-free methods. Such problems arise in many situations of…
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
Particle Swarm Optimisation (PSO) is a powerful optimisation algorithm that can be used to locate global maxima in a search space. Recent interest in swarms of Micro Aerial Vehicles (MAVs) begs the question as to whether PSO can be used as…
This paper is concerned with sequential state filtering in the presence of nonlinearity, non-Gaussianity and model uncertainty. For this problem, the Bayesian model averaged particle filter (BMAPF) is perhaps one of the most efficient…
Variational quantum algorithms (VQA) have emerged as a promising quantum alternative for solving optimization and machine learning problems using parameterized quantum circuits (PQCs). The design of these circuits influences the ability of…
This paper addresses the challenging problem of parameter estimation in bilinear systems under colored noise. A novel approach, termed B-PF-RLS, is proposed, combining a particle filter (PF) with a recursive least squares (RLS) estimator.…
Bayesian optimization (BO) is a popular approach for expensive black-box optimization, with applications including parameter tuning, experimental design, robotics. BO usually models the objective function by a Gaussian process (GP), and…
Bayesian optimization (BO) has been widely used to optimize expensive and gradient-free objective functions across various domains. However, existing BO methods have not addressed the objective where both inputs and outputs are functions,…
Bayesian Optimization (BO) is a surrogate-based global optimization strategy that relies on a Gaussian Process regression (GPR) model to approximate the objective function and an acquisition function to suggest candidate points. It is…
In this work we introduce PHOENICS, a probabilistic global optimization algorithm combining ideas from Bayesian optimization with concepts from Bayesian kernel density estimation. We propose an inexpensive acquisition function balancing the…
Optimizing expensive-to-evaluate black-box functions of discrete (and potentially continuous) design parameters is a ubiquitous problem in scientific and engineering applications. Bayesian optimization (BO) is a popular, sample-efficient…
Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…