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Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Machine Learning · Statistics 2022-07-11 Victor Picheny , Henry Moss , Léonard Torossian , Nicolas Durrande

Estimation of physical quantities is at the core of most scientific research and the use of quantum devices promises to enhance its performances. In real scenarios, it is fundamental to consider that the resources are limited and Bayesian…

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

We propose a novel algorithm for quantizing continuous latent representations in trained models. Our approach applies to deep probabilistic models, such as variational autoencoders (VAEs), and enables both data and model compression. Unlike…

Image and Video Processing · Electrical Eng. & Systems 2020-09-09 Yibo Yang , Robert Bamler , Stephan Mandt

Estimating percentiles of black-box deterministic functions with random inputs is a challenging task when the number of function evaluations is severely restricted, which is typical for computer experiments. This article proposes two new…

Statistics Theory · Mathematics 2016-05-23 T Labopin-Richard , V Picheny

The effectiveness of active learning largely depends on the sampling efficiency of the acquisition function. Expected Loss Reduction (ELR) focuses on a Bayesian estimate of the reduction in classification error, and more general costs fit…

Machine Learning · Computer Science 2023-12-19 Wei Tan , Lan Du , Wray Buntine

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

The test bench time needed for model-based calibration can be reduced with active learning methods for test design. This paper presents an improved strategy for active output selection. This is the task of learning multiple models in the…

Machine Learning · Computer Science 2021-01-12 Adrian Prochaska , Julien Pillas , Bernard Bäker

Sequential experimental design to discover interventions that achieve a desired outcome is a key problem in various domains including science, engineering and public policy. When the space of possible interventions is large, making an…

Machine Learning · Computer Science 2023-08-17 Jiaqi Zhang , Louis Cammarata , Chandler Squires , Themistoklis P. Sapsis , Caroline Uhler

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

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the…

Machine Learning · Computer Science 2023-05-16 Johannes G. Hoffer , Sascha Ranftl , Bernhard C. Geiger

Despite the availability of ever more data enabled through modern sensor and computer technology, it still remains an open problem to learn dynamical systems in a sample-efficient way. We propose active learning strategies that leverage…

Machine Learning · Computer Science 2020-12-08 Mona Buisson-Fenet , Friedrich Solowjow , Sebastian Trimpe

We consider the problem of noisy Bayesian active learning, where we are given a finite set of functions $\mathcal{H}$, a sample space $\mathcal{X}$, and a label set $\mathcal{L}$. One of the functions in $\mathcal{H}$ assigns labels to…

Information Theory · Computer Science 2016-11-15 Mohammad Naghshvar , Tara Javidi , Kamalika Chaudhuri

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…

Predicting bioactivity and physical properties of small molecules is a central challenge in drug discovery. Deep learning is becoming the method of choice but studies to date focus on mean accuracy as the main metric. However, to replace…

Machine Learning · Computer Science 2019-07-26 Yao Zhang , Alpha A. Lee

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

In this paper, we propose an active learning method for an inverse problem that aims to find an input that achieves a desired structured-output. The proposed method provides new acquisition functions for minimizing the error between the…

Machine Learning · Statistics 2019-11-12 Kota Matsui , Shunya Kusakawa , Keisuke Ando , Kentaro Kutsukake , Toru Ujihara , Ichiro Takeuchi

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Bayesian inference for neural networks, or Bayesian deep learning, has the potential to provide well-calibrated predictions with quantified uncertainty and robustness. However, the main hurdle for Bayesian deep learning is its computational…

Machine Learning · Statistics 2023-09-07 Sanket Jantre , Nathan M. Urban , Xiaoning Qian , Byung-Jun Yoon