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We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

Machine Learning · Computer Science 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

Flexible and scalable decentralized learning solutions are fundamentally important in the application of multi-agent systems. While several recent approaches introduce (ensembles of) kernel machines in the distributed setting, Bayesian…

Machine Learning · Computer Science 2025-02-11 Fernando Llorente , Daniel Waxman , Petar M. Djurić

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

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

Machine-designed control of complex devices or experiments can discover strategies superior to those developed via simplified models. We describe an online optimization algorithm based on Gaussian processes and apply it to optimization of…

Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand,…

Machine Learning · Computer Science 2023-09-29 Zhou Fan , Xinran Han , Zi Wang

Many real-world optimization problems involve an expensive ground-truth oracle (e.g., human evaluation, physical experiments) and a cheap, low-fidelity prediction oracle (e.g., machine learning models, simulations). Meanwhile, abundant…

Machine Learning · Computer Science 2026-02-02 Xin Jennifer Chen , Yunjin Tong

Bayesian Optimization, the application of Bayesian function approximation to finding optima of expensive functions, has exploded in popularity in recent years. In particular, much attention has been paid to improving its efficiency on…

Optimization and Control · Mathematics 2022-05-18 Mickael Binois , Nathan Wycoff

Bayesian inference and Gaussian processes are widely used in applications ranging from robotics and control to biological systems. Many of these applications are safety-critical and require a characterization of the uncertainty associated…

Machine Learning · Computer Science 2018-10-26 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Andrea Patane

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…

Machine Learning · Computer Science 2021-04-14 Akinori Tanaka , Akiyoshi Sannai , Ken Kobayashi , Naoki Hamada

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

Methodology · Statistics 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…

Statistics Theory · Mathematics 2018-10-03 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami