Related papers: A Bayesian Approach to Low-Discrepancy Subset Sele…
Black box optimization (BBO) focuses on optimizing unknown functions in high-dimensional spaces. In many applications, sampling the unknown function is expensive, imposing a tight sample budget. Ongoing work is making progress on reducing…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality. We propose Local Constrained Bayesian Optimization (LCBO), a novel framework tailored for such…
Sparse Gaussian Processes are a key component of high-throughput Bayesian optimisation (BO) loops -- an increasingly common setting where evaluation budgets are large and highly parallelised. By using representative subsets of the available…
In the machine learning algorithms, the choice of the hyperparameter is often an art more than a science, requiring labor-intensive search with expert experience. Therefore, automation on hyperparameter optimization to exclude human…
This paper considers Bayesian optimization (BO) for problems with known outer problem structure. In contrast to the classic BO setting, where the objective function itself is unknown and needs to be iteratively estimated from noisy…
Hyperparameter optimization (HPO) is a central pillar in the automation of machine learning solutions and is mainly performed via Bayesian optimization, where a parametric surrogate is learned to approximate the black box response function…
This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…
Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…
Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems…
Selecting the optimal combination of a machine learning (ML) algorithm and its hyper-parameters is crucial for the development of high-performance ML systems. However, since the combination of ML algorithms and hyper-parameters is enormous,…
We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
Optimizing expensive black-box objectives over mixed search spaces is a common challenge across the natural sciences. Bayesian optimization (BO) offers sample-efficient strategies through probabilistic surrogate models and acquisition…
We provide simple schemes to build Bayesian Neural Networks (BNNs), block by block, inspired by a recent idea of computation skeletons. We show how by adjusting the types of blocks that are used within the computation skeleton, we can…
Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…
Data-efficiency is crucial for autonomous robots to adapt to new tasks and environments. In this work we focus on robotics problems with a budget of only 10-20 trials. This is a very challenging setting even for data-efficient approaches…
A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
When, in terms of the number of data points, the size of a dataset exceeds available computing resources, or when labeling is expensive, an attractive solution consists of selecting only some of the data points (subdata) for further…
Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…