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Gaussian processes are the model of choice in Bayesian optimization and active learning. Yet, they are highly dependent on cleverly chosen hyperparameters to reach their full potential, and little effort is devoted to finding good…

Machine Learning · Computer Science 2024-02-16 Carl Hvarfner , Erik Hellsten , Frank Hutter , Luigi Nardi

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

Parameter tuning for vehicle controllers remains a costly and time-intensive challenge in automotive development. Traditional approaches rely on extensive real-world testing, making the process inefficient. We propose a multi-fidelity…

Systems and Control · Electrical Eng. & Systems 2025-06-11 Yongpeng Zhao , Maik Pfefferkorn , Maximilian Templer , Rolf Findeisen

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

Machine learning applications in materials science are often hampered by shortage of experimental data. Integration with legacy data from past experiments is a viable way to solve the problem, but complex calibration is often necessary to…

Materials Science · Physics 2020-06-16 Xiaolin Sun , Zhufeng Hou , Masato Sumita , Shinsuke Ishihara , Ryo Tamura , Koji Tsuda

Modern epidemiological analytics increasingly use machine learning models that offer strong prediction but often lack calibrated uncertainty. Bayesian methods provide principled uncertainty quantification, yet are viewed as difficult to…

Machine Learning · Statistics 2025-11-18 Debashis Chatterjee

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

Bayesian optimization (BO) algorithms try to optimize an unknown function that is expensive to evaluate using minimum number of evaluations/experiments. Most of the proposed algorithms in BO are sequential, where only one experiment is…

Machine Learning · Computer Science 2011-10-18 Javad Azimi , Ali Jalali , Xiaoli Fern

Accurate models of clinical actions and their impacts on disease progression are critical for estimating personalized optimal dynamic treatment regimes (DTRs) in medical/health research, especially in managing chronic conditions.…

Methodology · Statistics 2021-02-19 William Hua , Hongyuan Mei , Sarah Zohar , Magali Giral , Yanxun Xu

Identification of optimal dose combinations in early phase dose-finding trials is challenging, due to the trade-off between precisely estimating the many parameters required to flexibly model the possibly non-monotonic dose-response…

Methodology · Statistics 2024-02-13 James Willard , Shirin Golchi , Erica E. M. Moodie , Bruno Boulanger , Bradley P. Carlin

An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is particularly important for experiments that are time-consuming…

Numerical Analysis · Mathematics 2020-02-04 Joakim Beck , Ben Mansour Dia , Luis F. R. Espath , Raul Tempone

We address multi-robot motion planning under Signal Temporal Logic (STL) specifications with kinodynamic constraints. Exact approaches face scalability bottlenecks and limited adaptability, while conventional sampling-based methods require…

The design of an experiment can be always be considered at least implicitly Bayesian, with prior knowledge used informally to aid decisions such as the variables to be studied and the choice of a plausible relationship between the…

Methodology · Statistics 2017-01-03 David C. Woods , Antony M. Overstall , Maria Adamou , Timothy W. Waite

Science and Engineering applications are typically associated with expensive optimization problems to identify optimal design solutions and states of the system of interest. Bayesian optimization and active learning compute surrogate models…

Machine Learning · Computer Science 2024-07-09 Francesco Di Fiore , Michela Nardelli , Laura Mainini

Automated chemical synthesis, materials fabrication, and spectroscopic physical measurements often bring forth the challenge of process trajectory optimization, i.e., discovering the time dependence of temperature, electric field, or…

Disordered Systems and Neural Networks · Physics 2022-06-28 Mani Valleti , Rama K. Vasudevan , Maxim A. Ziatdinov , Sergei V. Kalinin

Autonomous Experimentation Platforms (AEPs) are advanced manufacturing platforms that, under intelligent control, can sequentially search the material design space (MDS) and identify parameters with the desired properties. At the heart of…

Machine Learning · Computer Science 2023-02-28 Ahmed Shoyeb Raihan , Imtiaz Ahmed

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

We propose an algorithm for Bayesian functional optimisation - that is, finding the function to optimise a process - guided by experimenter beliefs and intuitions regarding the expected characteristics (length-scale, smoothness, cyclicity…

Machine Learning · Computer Science 2020-09-09 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh