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We study the design of Bayesian incentive compatible mechanisms in single parameter domains, for the objective of optimizing social efficiency as measured by social cost. In the problems we consider, a group of participants compete to…

Computer Science and Game Theory · Computer Science 2013-05-06 Hu Fu , Brendan Lucier , Balasubramanian Sivan , Vasilis Syrgkanis

This study presents AIOptimizer, a prototype for a cost-reduction-based software performance optimisation tool. The study focuses on the design elements of AIOptimizer, including user-friendliness, scalability, accuracy, and adaptability.…

Software Engineering · Computer Science 2024-09-17 Noopur Zambare

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric…

Artificial Intelligence · Computer Science 2014-02-11 Arthur Guez , David Silver , Peter Dayan

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

Scientific experiments are usually expensive due to complex experimental preparation and processing. Experimental design is therefore involved with the task of finding the optimal experimental input that results in the desirable output by…

Machine Learning · Statistics 2020-02-27 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Antonio Robles-Kelly , Svetha Venkatesh

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

A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…

Computation · Statistics 2021-12-23 Thomas P Prescott , Ruth E Baker

Input devices, such as buttons and sliders, are the foundation of any interface. The typical user-centered design workflow requires the developers and users to go through many iterations of design, implementation, and analysis. The…

Human-Computer Interaction · Computer Science 2021-03-10 Yi-Chi Liao

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Engineering design is traditionally performed by hand: an expert makes design proposals based on past experience, and these proposals are then tested for compliance with certain target specifications. Testing for compliance is performed…

In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware manner is an important but underexplored practical…

Machine Learning · Computer Science 2025-12-29 Qian Xie , Linda Cai , Alexander Terenin , Peter I. Frazier , Ziv Scully

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

The high simulation cost has been a bottleneck of practical analog/mixed-signal design automation. Many learning-based algorithms require thousands of simulated data points, which is impractical for expensive to simulate circuits. We…

Machine Learning · Computer Science 2023-11-30 Ahmet F. Budak , Keren Zhu , David Z. Pan

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

This paper presents some ideas to reduce the computational cost of evidence-based robust design optimization. Evidence Theory crystallizes both the aleatory and epistemic uncertainties in the design parameters, providing two quantitative…

Computational Engineering, Finance, and Science · Computer Science 2012-07-17 Massimiliano Vasile , Edmondo Minisci , Quirien Wijnands