Related papers: Adaptive Candidate Point Thompson Sampling for Hig…
The surrogate-assisted optimization algorithm is a promising approach for solving expensive multi-objective optimization problems. However, most existing surrogate-assisted multi-objective optimization algorithms have three main drawbacks:…
Hard optimization problems are often approached by finding approximate solutions. Here, we highlight the concept of proportional sampling and discuss how it can be used to improve the performance of stochastic algorithms for optimization.…
We consider convex optimization with non-smooth objective function and log-concave sampling with non-smooth potential (negative log density). In particular, we study two specific settings where the convex objective/potential function is…
We describe a local surrogate model for use in conjunction with global structure search methods. The model follows the Gaussian approximation potential (GAP) formalism and is based on a the smooth overlap of atomic positions descriptor with…
Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…
An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…
Inference-time scaling (ITS) in latent reasoning models typically relies on heuristic perturbations, such as dropout or fixed Gaussian noise, to generate diverse candidate trajectories. However, we show that stronger perturbations do not…
The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a…
Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…
We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…
Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…
Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…
In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are…
We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…
Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…
Aircraft aerodynamic design optimization must account for the varying operating conditions along the cruise segment as opposed to designing at one fixed operating condition, to arrive at more realistic designs. Conventional approaches…
We investigate experiments that are designed to select a treatment arm for population deployment. Multi-armed bandit algorithms can enhance efficiency by dynamically allocating measurement effort towards higher performing arms based on…
Sampling is a common strategy for generating text from probabilistic models, yet standard ancestral sampling often results in text that is incoherent or ungrammatical. To alleviate this issue, various modifications to a model's sampling…
Mobile health (mHealth) programs face a critical challenge in optimizing the timing of automated health information calls to beneficiaries. This challenge has been formulated as a collaborative multi-armed bandit problem, requiring online…
We propose a trust-region method for finite-sum minimization with an adaptive sample size adjustment technique, which is practical in the sense that it leads to a globally convergent method that shows strong performance empirically without…