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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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24477194 · Jun 202019922001200920172026
48 results for Batch acquisition

New acquisition function improves batch Bayesian active learning.

problem BatchBALD conflates epistemic and aleatoric uncertainty, leading to suboptimal performance.
method Focus on predictive probabilities to separate epistemic uncertainty, leading to better performance and faster evaluation.
result The new acquisition function performs better and allows for larger batches.

Proposes qPO, a new acquisition strategy for batched Bayesian optimization that maximizes the probability of including the optimum.

problem Efficiently identifying top-performing compounds from a large chemical library.
method qPO (multipoint Probability of Optimality) acquisition strategy that maximizes the probability of including the true optimum.
result Empirical evidence shows that qPO is competitive with and complements other state-of-the-art methods in batched Bayesian optimization.

We present Acquisition Thompson Sampling (ATS), a novel technique for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of the acquisition functions on a set of model hyper-parameters. ATS is conceptuall…

2019-03-22abs ↗pdf ↗

Bayesian optimization method for permutations accelerates combinatorial search.

problem Optimizing expensive-to-evaluate objectives on permutation problems.
method LAW2ORDER, a batch Bayesian optimization method based on the acquisition weighted kernel.
result LAW2ORDER achieves sublinear batch cumulative regret, demonstrating accelerated search.

New method optimizes multiple points in Bayesian optimization efficiently.

problem Optimizing multiple points in expensive black-box functions.
method Reformulated BO as probability measure optimization, using convex gradient flows.
result Demonstrated effectiveness on various benchmarks compared to state-of-the-art methods.

Generative models enhance BO for large batch optimization.

problem Efficiently sampling solutions in high-dimensional, combinatorial design spaces.
method Train generative models to sample solutions proportional to expected utility.
result Generative models can approximate optimal target distributions under certain conditions.

We introduce a novel apprenticeship learning algorithm to learn an expert's underlying reward structure in off-policy model-free \emph{batch} settings. Unlike existing methods that require a dynamics model or additional data acquisition for on-policy evaluation, our algorithm requires only the batch data of observed ex…

2019-03-24abs ↗pdf ↗

Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.

problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.

A new method designs batches for Bayesian optimization more efficiently.

problem Efficiently designing batches for Bayesian optimization to reduce total time.
method Minimal Terminal Variance (MTV) acquisition function, optimizing I-optimality criterion.
result MTV designs batches more efficiently than other methods, as shown by numerical experiments.

Parallelizes active learning for Bayesian inference using Nested Sampler.

problem Expensive likelihood evaluations in complex experiments.
method Uses Nested Sampler to generate nearly-optimal batches of candidates in parallel.
result Comparable accuracy to sequential conditioning with efficient parallelization.

BOE reformulates BO as a classifier for scalable batch optimisation.

problem Scalable batch optimisation of expensive functions.
method Reformulates BO as density-ratio estimation, removing need for explicit function prior.
result Theoretical guarantees and improved uncertainty estimates for batch optimisation.

SOBER optimizes and quadrates efficiently in parallel for diverse tasks.

problem Scalability of batch Bayesian optimization and quadrature for expensive functions.
method Reformulates batch selection as a quadrature problem, balancing exploitation and exploration.
result SOBER outperforms 11 baselines on 12 tasks.

A new method for efficient optimization of expensive simulations on HPC.

problem Efficiently solving computationally expensive simulation-based optimization problems.
method Asynchronous parallel Bayesian optimization with budgeted computational resource.
result Improved efficiency and handling of constraints in optimization.

Framework optimizes expensive manufacturing processes efficiently.

problem Optimizing input parameters for advanced manufacturing methods.
method Bayesian optimization with tailored acquisition function and parallel acquisition.
result Framework efficiently finds optimal parameters with minimal process cost.

We present K-Means Batch Bayesian Optimization (KMBBO), a novel batch sampling algorithm for Bayesian Optimization (BO). KMBBO uses unsupervised learning to efficiently estimate peaks of the model acquisition function. We show in empirical experiments that our method outperforms the current state-of-the-art batch alloc…

2018-06-04abs ↗pdf ↗

A new approach for efficient batch multiobjective optimization using Thompson sampling.

problem Inefficient batch multiobjective optimization due to expensive oracles and hard inner optimization.
method Proposes a Thompson sampling approach (qextttPOTSq exttt{POTS}) that chooses Pareto optimal candidates sequentially.
result Empirically superior performance compared to classical evolutionary approaches and MOBO.

Improved Thompson Sampling outperforms existing Bayesian optimization methods.

problem Thompson Sampling's performance in Bayesian optimization is suboptimal compared to other methods.
method Developed Stagger Thompson Sampler (STS), which more precisely samples the optimal arm with less computation.
result STS outperforms TS, PSS, and other acquisition methods in various optimization tasks.

Extends batch active learning to non-differentiable models.

problem Efficiently training machine learning models on large, initially unlabelled datasets.
method Black-box batch active learning for regression tasks that relies solely on model predictions.
result Achieves strong performance on regression datasets compared to white-box approaches for deep learning models.

Study uses Bayesian Optimization to analyze noise effects in materials research.

problem Optimizing materials with many variables and experimental noise.
method Batch Bayesian Optimization with synthetic data analysis.
result Noise sensitivity varies by problem landscape, impacting optimization outcomes.

Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost of BO can dominate the cost of evaluating the blackbox function. Examples of the…

2018-11-05abs ↗pdf ↗

Efficiently optimizes constrained problems with two-step lookahead BO.

problem Optimizing constrained problems with limited computational resources.
method Two-step lookahead Bayesian optimization with inequality constraints, using a novel unbiased gradient estimator.
result Significantly improves query efficiency over previous methods.

BO algorithms improve binary and preferential optimization by distinguishing between types of uncertainty.

problem Optimizing expensive functions with binary or pairwise comparisons.
method Proposed new acquisition functions distinguishing between epistemic and aleatoric uncertainty.
result New acquisition functions outperform state-of-the-art heuristics in binary and preferential BO.

A new method for optimizing black-box problems with constraints.

problem Optimizing black-box systems with multiple performance criteria and constraints.
method Developed a novel constrained Bayesian optimization approach based on the knowledge gradient method.
result A new acquisition function that balances optimality and feasibility.

TES optimizes black-box functions efficiently with minimal approximations.

problem Efficient Bayesian optimization with minimal approximations and generalization to batch BO.
method TES acquisition function measures information gain on trusted maximizers.
result TES achieves state-of-the-art performance with minimal approximations.

The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only allow the exploration of the parameter space to occur sequentially. Often, it is…

2015-05-29abs ↗pdf ↗

Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions. Given a surrogate model, the next location to expensively evaluate is chosen via maximisation of a cheap-to-query acquisition function. We present an εε-greedy procedure for Bayesian optimisation in batch s…

2020-02-05abs ↗pdf ↗

New method corrects active learning for distribution shifts and outliers.

problem Conventional active learning methods fail to account for test-time distribution.
method JEPIG, a hybrid of BALD and EPIG, maximizes expected predictive information gain.
result JEPIG outperforms conventional methods in active learning with distribution shifts.

A framework and benchmark for deep batch active learning in neural networks.

problem Efficiently acquiring labels for neural network regression.
method Framework of base kernels, transformations, and selection methods; use of sketched finite-width neural tangent kernels and clustering.
result Proposed method outperforms state-of-the-art on benchmark, scales to large data sets.

A new algorithm improves efficiency in selecting examples for deep learning.

problem Efficiently choosing multiple examples to mark up for deep learning on large datasets.
method Large BatchBALD algorithm, approximating BatchBALD with reduced computational complexity.
result Comparable quality in selection while significantly reducing computation time, especially for large batches.

Paper proposes a new method for efficient hyperparameter optimization.

problem Challenging task of optimizing hyperparameters in machine learning.
method Sequential Uniform Design (SeqUD) strategy for adaptive and efficient exploration of hyperparameter space.
result The proposed SeqUD strategy outperforms existing methods in hyperparameter optimization.