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Bayesian optimization (BO) methods often rely on the assumption that the objective function is well-behaved, but in practice, this is seldom true for real-world objectives even if noise-free observations can be collected. Common approaches,…

Machine Learning · Statistics 2020-09-10 Erik Bodin , Markus Kaiser , Ieva Kazlauskaite , Zhenwen Dai , Neill D. F. Campbell , Carl Henrik Ek

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

Transfer learning for Bayesian optimisation has generally assumed a strong similarity between optimisation tasks, with at least a subset having similar optimal inputs. This assumption can reduce computational costs, but it is violated in a…

Machine Learning · Computer Science 2024-04-22 Sigrid Passano Hellan , Christopher G. Lucas , Nigel H. Goddard

The development of tailored materials for specific applications is an active field of research in chemistry, material science and drug discovery. The number of possible molecules that can be obtained from a set of atomic species grow…

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…

Machine Learning · Statistics 2019-02-20 Leonid Matyushin , Alexey Zaytsev , Oleg Alenkin , Andrey Ustuzhanin

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

Machine Learning · Statistics 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…

Machine Learning · Computer Science 2024-04-04 Diego Botache , Jens Decke , Winfried Ripken , Abhinay Dornipati , Franz Götz-Hahn , Mohamed Ayeb , Bernhard Sick

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

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

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

When designing materials to optimize certain properties, there are often many possible configurations of designs that need to be explored. For example, the materials' composition of elements will affect properties such as strength or…

Machine Learning · Computer Science 2025-03-20 Shaan Pakala , Dawon Ahn , Evangelos Papalexakis

Machine learning has become ubiquitous in materials modelling and now routinely enables large-scale atomistic simulations with quantum-mechanical accuracy. However, developing machine-learned interatomic potentials requires high-quality…

Developing data-driven machine-learning interatomic potentials for materials containing many elements becomes increasingly challenging due to the vast configuration space that must be sampled by the training data. We study the learning…

Materials Science · Physics 2022-08-16 Jesper Byggmästar , Kai Nordlund , Flyura Djurabekova

This paper integrates manifold learning techniques within a \emph{Gaussian process upper confidence bound} algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of…

Machine Learning · Statistics 2023-11-10 Hwanwoo Kim , Daniel Sanz-Alonso , Ruiyi Yang

In recent years, many types of machine learning potentials (MLPs) have been introduced, which are able to represent high-dimensional potential-energy surfaces (PES) with close to first-principles accuracy. Most current MLPs rely on atomic…

Materials Science · Physics 2022-04-06 Marius Herbold , Jörg Behler

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

A nonparametric Bayesian approach is developed to determine quantum potentials from empirical data for quantum systems at finite temperature. The approach combines the likelihood model of quantum mechanics with a priori information over…

Statistical Mechanics · Physics 2009-10-31 J. C. Lemm , J. Uhlig , A. Weiguny

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev
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