相关论文: Ada-BKB: Scalable Gaussian Process Optimization on…

We consider the problem of sequentially maximizing an unknown function $f$ over a set of actions of the form $(s,\mathbf{x})$, where the selected actions must satisfy a safety constraint with respect to an unknown safety function $g$. We…

We consider the sequential optimization of an unknown, continuous, and expensive to evaluate reward function, from noisy and adversarially corrupted observed rewards. When the corruption attacks are subject to a suitable budget $C$ and the…

Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

We propose a variable decomposition algorithm -greedy block coordinate descent (GBCD)- in order to make dense Gaussian process regression practical for large scale problems. GBCD breaks a large scale optimization into a series of small…

We deal with the numerical solution of the time-dependent partial differential equations using the adaptive space-time discontinuous Galerkin (DG) method. The discretization leads to a nonlinear algebraic system at each time level, the size…

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…

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

Gaussian process upper confidence bound (GP-UCB) is widely used for sequential optimization of expensive black-box functions. Although many upper bounds on its cumulative regret have been established in the literature, whether GP-UCB is…

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Bayesian optimization (BO) struggles in high dimensions, where Gaussian-process surrogates demand heavy retraining and brittle assumptions, slowing progress on real engineering and design problems. We introduce GIT-BO, a Gradient-Informed…

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

The problem of stochastic convex optimization with bandit feedback (in the learning community) or without knowledge of gradients (in the optimization community) has received much attention in recent years, in the form of algorithms and…

Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, \emph{multi-fidelity} methods have garnered considerable…