相关论文: Curvature-aware Expected Free Energy as an Acquisi…

Abrupt maneuvers by surrounding vehicles (SVs) can typically lead to safety concerns and affect the task efficiency of the ego vehicle (EV), especially with model uncertainties stemming from environmental disturbances. This paper presents a…

The optimization of expensive black-box simulators arises in a myriad of modern scientific and engineering applications. Bayesian optimization provides an appealing solution, by leveraging a fitted surrogate model to guide the selection of…

Bayesian optimization (BO) is a sample-efficient approach to optimizing costly-to-evaluate black-box functions. Most BO methods ignore how evaluation costs may vary over the optimization domain. However, these costs can be highly…

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

We use the PAC-Bayesian theory for the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-Bayesian bounds) and explicit…

This paper presents an innovative optimization framework and algorithm based on the Bayes theorem, featuring adaptive conditioning and jitter. The adaptive conditioning function dynamically modifies the mean objective function in each…

Bayesian optimization (BO) is a sample-efficient global optimization algorithm for black-box functions which are expensive to evaluate. Existing literature on model based optimization in conditional parameter spaces are usually built on…

Bayesian optimization provides an effective method to optimize expensive-to-evaluate black box functions. It has been widely applied to problems in many fields, including notably in computer science, e.g. in machine learning to optimize…

Gaussian Process based Bayesian Optimization is a well-known sample efficient sequential strategy for globally optimizing black-box, expensive, and multi-extremal functions. The role of the Gaussian Process is to provide a probabilistic…

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

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…

Energy-based learning algorithms are alternatives to backpropagation and are well-suited to distributed implementations in analog electronic devices. However, a rigorous theory of convergence is lacking. We make a first step in this…

Decarbonization of the transport sector sets increasingly strict demands to maximize thermal efficiency and minimize greenhouse gas emissions of Internal Combustion Engines. This has led to complex engines with a surge in the number of…

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…

Bayesian optimization (BO) has become an established framework and popular tool for hyperparameter optimization (HPO) of machine learning (ML) algorithms. While known for its sample-efficiency, vanilla BO can not utilize readily available…

Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is…

We investigate joint optimization on information acquisition and portfolio selection within a Bayesian adaptive framework. The investor dynamically controls the precision of a private signal and incurs costs while updating her belief about…

With the rise of different language model architecture, fine-tuning is becoming even more important for down stream tasks Model gets messy, finding proper hyperparameters for fine-tuning. Although BO has been tried for hyperparameter…