Related papers: Bayesian Active Learning for Bayesian Model Updati…

Bayesian quadrature (BQ) is a sample-efficient probabilistic numerical method to solve integrals of expensive-to-evaluate black-box functions, yet so far,active BQ learning schemes focus merely on the integrand itself as information source,…

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical integration that empirically compares favorably with Monte Carlo integration on problems of medium dimensionality (where non-adaptive quadrature is not competitive). Its…

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…

Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…

We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…

Bayesian quadrature (BQ) is a model-based numerical integration method that is able to increase sample efficiency by encoding and leveraging known structure of the integration task at hand. In this paper, we explore priors that encode…

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient…

This paper proposes a novel Bayesian active learning method for Bayesian model updating, which is termed as "Streamlined Bayesian Active Learning Cubature" (SBALC). The core idea is to approximate the log-likelihood function using Gaussian…

Bayesian optimization (BO) is a typical approach to solve expensive optimization problems. In each iteration of BO, a Gaussian process(GP) model is trained using the previously evaluated solutions; then next candidate solutions for…

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The standard approach to BQ is based on a Gaussian process (GP)…

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Bayesian optimisation presents a sample-efficient methodology for global optimisation. Within this framework, a crucial performance-determining subroutine is the maximisation of the acquisition function, a task complicated by the fact that…

Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…

Model selection is treated as a standard performance boosting step in many machine learning applications. Once all other properties of a learning problem are fixed, the model is selected by grid search on a held-out validation set. This is…

With the rise of different language model architecture, fine-tuning is becoming even more important for down stream tasks Model gets messy, finding proper hyperparameters for fine-tuning. Although BO has been tried for hyperparameter…

Given a multivariate function taking deterministic and uncertain inputs, we consider the problem of estimating a quantile set: a set of deterministic inputs for which the probability that the output belongs to a specific region remains…

We propose an Expected Free Energy-based acquisition function for Bayesian optimization to solve the joint learning and optimization problem, i.e., optimize and learn the underlying function simultaneously. We show that, under specific…

Estimating personalized treatment effects from high-dimensional observational data is essential in situations where experimental designs are infeasible, unethical, or expensive. Existing approaches rely on fitting deep models on outcomes…