相关论文: Weak in the NEES?: Auto-tuning Kalman Filters with…

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…

High-dimensional black-box optimisation remains an important yet notoriously challenging problem. Despite the success of Bayesian optimisation methods on continuous domains, domains that are categorical, or that mix continuous and…

Nonlinear Bayesian update for a prior ensemble is proposed to extend traditional ensemble Kalman filtering to settings characterized by non-Gaussian priors and nonlinear measurement operators. In this framework, the observed component is…

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and…

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Applying Bayesian optimization in problems wherein the search space is unknown is challenging. To address this problem, we propose a systematic volume expansion strategy for the Bayesian optimization. We devise a strategy to guarantee that…

Bayesian optimization is highly effective for optimizing expensive-to-evaluate black-box functions, but it faces significant computational challenges due to the cubic per-iteration cost of Gaussian processes, which results in a total time…

We present the results of a comprehensive study of optimization algorithms for the calibration of quantum devices. As part of our ongoing efforts to automate bring-up, tune-up, and system identification procedures, we investigate a broad…

Bayesian optimization is a powerful method for optimizing black-box functions with limited function evaluations. Recent works have shown that optimization in a latent space through deep generative models such as variational autoencoders…

Koopman spectral analysis plays a crucial role in understanding and modeling nonlinear dynamical systems as it reveals key system behaviors and long-term dynamics. However, the presence of measurement noise poses a significant challenge to…

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

We have developed a Bayesian optimization (BO) workflow that integrates intra-step noise optimization into automated experimental cycles. Traditional BO approaches in automated experiments focus on optimizing experimental trajectories but…

Bayesian optimization works effectively optimizing parameters in black-box problems. However, this method did not work for high-dimensional parameters in limited trials. Parameters can be efficiently explored by nonlinearly embedding them…

This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the…

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual system. Secondly, we obtain the global linear convergence of…

Existing black-box portfolio management systems are prevalent in the financial industry due to commercial and safety constraints, though their performance can fluctuate dramatically with changing market regimes. Evaluating these…