相关论文: Vanilla Bayesian Optimization Performs Great in Hi…

Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Bayesian optimization is an advanced tool to perform ecient global optimization It consists on enriching iteratively surrogate Kriging models of the objective and the constraints both supposed to be computationally expensive of the targeted…

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

The numerical optimization of continuous functions is a fundamental task in many scientific and engineering domains, ranging from mechanical design to training of artificial intelligence models. Among the most effective and widely used…

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

Sample efficiency is crucial in optimization, particularly in black-box scenarios characterized by expensive evaluations and zeroth-order feedback. When computing resources are plentiful, Bayesian optimization is often favored over…

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution.…

Despite its long history, Bayesian neural networks (BNNs) and variational training remain underused in practice: standard Gaussian posteriors misalign with network geometry, KL terms can be brittle in high dimensions, and implementations…

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many…

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Identifying optimal values for a high-dimensional set of hyperparameters is a problem that has received growing attention given its importance to large-scale machine learning applications such as neural architecture search. Recently…

Computational models in fields such as computational neuroscience are often evaluated via stochastic simulation or numerical approximation. Fitting these models implies a difficult optimization problem over complex, possibly noisy parameter…

Machine learning methods usually depend on internal parameters -- so called hyperparameters -- that need to be optimized for best performance. Such optimization poses a burden on machine learning practitioners, requiring expert knowledge,…

Level Set Estimation (LSE) is an important problem with applications in various fields such as material design, biotechnology, machine operational testing, etc. Existing techniques suffer from the scalability issue, that is, these methods…

In today's day and time solving real-world complex problems has become fundamentally vital and critical task. Many of these are combinatorial problems, where optimal solutions are sought rather than exact solutions. Traditional optimization…

Bayesian optimization is a class of data efficient model based algorithms typically focused on global optimization. We consider the more general case where a user is faced with multiple problems that each need to be optimized conditional on…

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…