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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…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Virtually any model we use in machine learning to make predictions does not perfectly represent reality. So, most of the learning happens under model misspecification. In this work, we present a novel analysis of the generalization…

Machine Learning · Computer Science 2020-10-23 Andres R. Masegosa

Simulation-based inference (SBI) is a method to perform inference on a variety of complex scientific models with challenging inference (inverse) problems. Bayesian Optimal Experimental Design (BOED) aims to efficiently use experimental…

Machine Learning · Statistics 2025-02-13 Vincent D. Zaballa , Elliot E. Hui

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

We introduce implicit Deep Adaptive Design (iDAD), a new method for performing adaptive experiments in real-time with implicit models. iDAD amortizes the cost of Bayesian optimal experimental design (BOED) by learning a design policy…

Machine Learning · Statistics 2021-11-04 Desi R. Ivanova , Adam Foster , Steven Kleinegesse , Michael U. Gutmann , Tom Rainforth

Image classification models tend to make decisions based on peripheral attributes of data items that have strong correlation with a target variable (i.e., dataset bias). These biased models suffer from the poor generalization capability…

Machine Learning · Computer Science 2021-10-26 Jungsoo Lee , Eungyeup Kim , Juyoung Lee , Jihyeon Lee , Jaegul Choo

This work takes a critical look at the application of conventional machine learning methods to wireless communication problems through the lens of reliability and robustness. Deep learning techniques adopt a frequentist framework, and are…

Machine Learning · Computer Science 2022-07-04 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

Bayesian optimization (BO) is a sample efficient approach to automatically tune the hyperparameters of machine learning models. In practice, one frequently has to solve similar hyperparameter tuning problems sequentially. For example, one…

Machine Learning · Computer Science 2021-02-26 Samuel Horváth , Aaron Klein , Peter Richtárik , Cédric Archambeau

Data-driven design shows the promise of accelerating materials discovery but is challenging due to the prohibitive cost of searching the vast design space of chemistry, structure, and synthesis methods. Bayesian Optimization (BO) employs…

Machine Learning · Statistics 2023-04-12 Hengrui Zhang , Wei Wayne Chen , Akshay Iyer , Daniel W. Apley , Wei Chen

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the…

Methodology · Statistics 2021-06-10 Boyao Zhang , Colin Griesbach , Cora Kim , Nadia Müller-Voggel , Elisabeth Bergherr

We consider the Bayesian active learning and experimental design problem, where the goal is to learn the value of some unknown target variable through a sequence of informative, noisy tests. In contrast to prior work, we focus on the…

Machine Learning · Computer Science 2016-07-12 Yuxin Chen , S. Hamed Hassani , Andreas Krause

Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick

Identifying differentially expressed (DE) genes associated with a sample characteristic is the primary objective of many microarray studies. As more and more studies are carried out with observational rather than well controlled…

Applications · Statistics 2012-07-02 Xi Kathy Zhou , Fei Liu , Andrew J. Dannenberg

We formalize the problem of contextual optimization through the lens of Bayesian experimental design and propose CO-BED -- a general, model-agnostic framework for designing contextual experiments using information-theoretic principles.…

Machine Learning · Statistics 2023-07-20 Desi R. Ivanova , Joel Jennings , Tom Rainforth , Cheng Zhang , Adam Foster

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Experimental design is central to science and engineering. A ubiquitous challenge is how to maximize the value of information obtained from expensive or constrained experimental settings. Bayesian optimal experimental design (OED) provides…

Methodology · Statistics 2026-02-13 Sofia Mäkinen , Andrew B. Duncan , Tapio Helin

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Most Bayesian response-adaptive designs unbalance randomization rates towards the most promising arms with the goal of increasing the number of positive treatment outcomes during the study, even though the primary aim of the trial is…

Applications · Statistics 2018-07-02 Steffen Ventz , Matteo Cellamare , Sergio Bacallado , Lorenzo Trippa

Bayesian optimal experimental design (BOED) provides a powerful, decision-theoretic framework for selecting experiments so as to maximise the expected utility of the data to be collected. In practice, however, its applicability can be…

Machine Learning · Statistics 2026-03-13 Louis Sharrock