中文
相关论文

相关论文: Variational Entropy Search for Adjusting Expected …

200 篇论文

Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness…

机器学习 · 统计学 2014-06-13 Jasper Snoek , Kevin Swersky , Richard S. Zemel , Ryan P. Adams

Bayesian optimisation is a well-known sample-efficient method for the optimisation of expensive black-box functions. However when dealing with big search spaces the algorithm goes through several low function value regions before reaching…

机器学习 · 计算机科学 2020-03-31 Anil Ramachandran , Sunil Gupta , Santu Rana , Cheng Li , Svetha Venkatesh

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

机器学习 · 计算机科学 2018-03-29 Paul Rolland , Jonathan Scarlett , Ilija Bogunovic , Volkan Cevher

Bayesian optimization (BO) offers an elegant approach for efficiently optimizing black-box functions. However, acquisition criteria demand their own challenging inner-optimization, which can induce significant overhead. Many practical BO…

机器学习 · 统计学 2024-12-09 Nathan Wycoff , John W. Smith , Annie S. Booth , Robert B. Gramacy

This paper presents a novel approach to top-$k$ ranking Bayesian optimization (top-$k$ ranking BO) which is a practical and significant generalization of preferential BO to handle top-$k$ ranking and tie/indifference observations. We first…

机器学习 · 计算机科学 2020-12-22 Quoc Phong Nguyen , Sebastian Tay , Bryan Kian Hsiang Low , Patrick Jaillet

In this work we present a new method of black-box optimization and constraint satisfaction. Existing algorithms that have attempted to solve this problem are unable to consider multiple modes, and are not able to adapt to changes in…

机器学习 · 计算机科学 2020-02-19 Kourosh Hakhamaneshi , Keertana Settaluri , Pieter Abbeel , Vladimir Stojanovic

Bayesian Optimization is an effective method for searching the global maxima of an objective function especially if the function is unknown. The process comprises of using a surrogate function and choosing an acquisition function followed…

机器学习 · 计算机科学 2021-11-10 Ashish Anil Pawar , Ujwal Warbhe

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and quantify the…

最优化与控制 · 数学 2023-01-02 Yihao Fang , Mu Niu , Pokman Cheung , Lizhen Lin

Bayesian optimization (BO) is an effective paradigm for the optimization of expensive-to-sample systems. Standard BO learns the performance of a system $f(x)$ by using a Gaussian Process (GP) model; this treats the system as a black-box and…

机器学习 · 统计学 2025-01-03 Leonardo D. González , Victor M. Zavala

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

机器学习 · 统计学 2018-07-10 Peter I. Frazier

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

机器学习 · 统计学 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by…

机器学习 · 统计学 2019-05-07 Jialei Wang , Scott C. Clark , Eric Liu , Peter I. Frazier

Bayesian Optimization has become the reference method for the global optimization of black box, expensive and possibly noisy functions. Bayesian Op-timization learns a probabilistic model about the objective function, usually a Gaussian…

机器学习 · 统计学 2020-03-10 Antonio Candelieri , Ilaria Giordani , Riccardo Perego , Francesco Archetti

Bayesian Optimization is an iterative method, tailored to optimizing expensive black box objective functions. Surrogate models like Gaussian Processes, which are the gold standard in Bayesian Optimization, can be inefficient for inputs with…

机器学习 · 计算机科学 2026-05-22 Sofianos Panagiotis Fotias , Vassilis Gaganis

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…

统计方法学 · 统计学 2024-07-12 Khue-Dung Dang , Luca Maestrini , Francis K. C. Hui

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

数值分析 · 数学 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

计算工程、金融与科学 · 计算机科学 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

This paper focuses on Bayesian Optimization in combinatorial spaces. In many applications in the natural science. Broad applications include the study of molecules, proteins, DNA, device structures and quantum circuit designs, a on…

机器学习 · 计算机科学 2020-11-13 Tony C. Wu , Daniel Flam-Shepherd , Alán Aspuru-Guzik

We report on an improvement to the implementation of the Maximum Entropy Method (MEM). It amounts to departing from the search space obtained through a singular value decomposition (SVD) of the Kernel. Based on the shape of the SVD basis…

计算物理 · 物理学 2015-03-20 Alexander Rothkopf

The Maximum Entropy Method (MEM) is a popular data analysis technique based on Bayesian inference, which has found various applications in the research literature. While the MEM itself is well-grounded in statistics, I argue that its…

数据分析、统计与概率 · 物理学 2020-11-03 Alexander Rothkopf