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In this paper, we propose a novel method to estimate the elite individual to accelerate the convergence of optimization. Inspired by the Bayesian Optimization Algorithm (BOA), the Gaussian Process Regression (GPR) is applied to approximate…
Epistemic emotions, such as curiosity and interest, drive the inquiry process. This study proposes a novel formulation of epistemic emotions such as curiosity and interest using two types of information gain generated by the principle of…
Analog circuit design can be considered as an optimization problem with the targeted circuit specifications as constraints. When stringent circuit specifications are considered, it is desired to have an optimization methodology that adapts…
Bayesian optimization is widely used for hyperparameter optimization when model evaluations are expensive; however, noisy acquisition estimates can lead to unstable decisions. We identify acquisition estimation noise as a failure mode that…
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…
Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…
Free-energy-based adaptive biasing methods, such as Metadynamics, the Adaptive Biasing Force (ABF) and their variants, are enhanced sampling algorithms widely used in molecular simulations. Although their efficiency has been empirically…
We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…
In this paper, we propose a novel generative model that utilizes a conditional Energy-Based Model (EBM) for enhancing Variational Autoencoder (VAE), termed Energy-Calibrated VAE (EC-VAE). Specifically, VAEs often suffer from blurry…
We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…
Metadynamics is an established sampling method aimed at reconstructing the free-energy surface relative to a set of appropriately chosen collective variables. In standard metadynamics the free-energy surface is filled by the addition of…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
In this work we propose a batch Bayesian optimization method for combinatorial problems on permutations, which is well suited for expensive-to-evaluate objectives. We first introduce LAW, an efficient batch acquisition method based on…
Bayesian optimization (BO) efficiently finds high-performing parameters by maximizing an acquisition function, which models the promise of parameters. A major computational bottleneck arises in acquisition function optimization, where…
We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…
We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…
The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The…
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…
We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…
Efficient feature selection from high-dimensional datasets is a very important challenge in many data-driven fields of science and engineering. We introduce a statistical mechanics inspired strategy that addresses the problem of sparse…