相关论文: Adaptive Batching for Gaussian Process Surrogates …

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be…

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…

Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic trade-off between cost and speed -- larger batches are more…

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple…

We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design algorithm for these models relative to the…

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

The paper deals with the problem of output regulation of nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. We borrow from the adaptive internal model design technique recently proposed in [1]…

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it…

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…