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Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

Computational Physics · Physics 2020-08-18 S. Ashwin Renganathan , Romit Maulik and , Jai Ahuja

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Machine Learning · Computer Science 2021-04-08 Andrea Patane , Arno Blaas , Luca Laurenti , Luca Cardelli , Stephen Roberts , Marta Kwiatkowska

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

We present a general strategy for turning generative models into candidate solution samplers for batch Bayesian optimization (BO). The use of generative models for BO enables large batch scaling as generative sampling, optimization of…

Machine Learning · Statistics 2026-05-15 Rafael Oliveira , Daniel M. Steinberg , Edwin V. Bonilla

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

Rapid discovery and synthesis of new materials requires intelligent data acquisition strategies to navigate large design spaces. A popular strategy is Bayesian optimization, which aims to find candidates that maximize material properties;…

Distributed Gaussian processes (DGPs) are prominent local approximation methods to scale Gaussian processes (GPs) to large datasets. Instead of a global estimation, they train local experts by dividing the training set into subsets, thus…

Machine Learning · Computer Science 2021-11-10 Hamed Jalali , Gjergji Kasneci

Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…

Machine Learning · Computer Science 2023-11-03 Francisco Javier Sáez-Maldonado , Juan Maroñas , Daniel Hernández-Lobato

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Machine Learning · Statistics 2017-07-20 Julia Ling , Max Hutchinson , Erin Antono , Sean Paradiso , Bryce Meredig

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Bayesian optimization (BO) is a powerful framework for estimating parameters of expensive simulation models, particularly in settings where the likelihood is intractable and evaluations are costly. In stochastic models every simulation is…

Gaussian Probability Path based Generative Models (GPPGMs) generate data by reversing a stochastic process that progressively corrupts samples with Gaussian noise. Despite state-of-the-art results in 3D molecular generation, their…

Machine Learning · Computer Science 2026-02-23 Jingxiang Qu , Wenhan Gao , Ruichen Xu , Yi Liu

Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian…

Machine Learning · Computer Science 2023-05-16 Idan Achituve , Gal Chechik , Ethan Fetaya

A multi-layer deep Gaussian process (DGP) model is a hierarchical composition of GP models with a greater expressive power. Exact DGP inference is intractable, which has motivated the recent development of deterministic and stochastic…

Machine Learning · Computer Science 2019-10-29 Haibin Yu , Yizhou Chen , Zhongxiang Dai , Kian Hsiang Low , Patrick Jaillet

We introduce a class of scalable Bayesian hierarchical models for the analysis of massive geostatistical datasets. The underlying idea combines ideas on high-dimensional geostatistics by partitioning the spatial domain and modeling the…

Methodology · Statistics 2020-10-09 Michele Peruzzi , Sudipto Banerjee , Andrew O. Finley

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

Many control problems require repeated tuning and adaptation of controllers across distinct closed-loop tasks, where data efficiency and adaptability are critical. We propose a hierarchical Bayesian optimization (BO) framework that is…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sebastian Hirt , Lukas Theiner , Maik Pfefferkorn , Rolf Findeisen

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be…

Machine Learning · Computer Science 2021-12-16 Nicholas D. Sanders , Richard M. Everson , Jonathan E. Fieldsend , Alma A. M. Rahat

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

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