[图书][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences

RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

[HTML][HTML] A survey on multi-objective hyperparameter optimization algorithms for machine learning

A Morales-Hernández, I Van Nieuwenhuyse… - Artificial Intelligence …, 2023 - Springer
Hyperparameter optimization (HPO) is a necessary step to ensure the best possible
performance of Machine Learning (ML) algorithms. Several methods have been developed …

Constrained Bayesian optimization with noisy experiments

B Letham, B Karrer, G Ottoni, E Bakshy - 2019 - projecteuclid.org
Constrained Bayesian Optimization with Noisy Experiments Page 1 Bayesian Analysis (2019)
14, Number 2, pp. 495–519 Constrained Bayesian Optimization with Noisy Experiments …

Analyzing stochastic computer models: A review with opportunities

E Baker, P Barbillon, A Fadikar, RB Gramacy… - Statistical …, 2022 - projecteuclid.org
Analyzing Stochastic Computer Models: A Review with Opportunities Page 1 Statistical
Science 2022, Vol. 37, No. 1, 64–89 https://doi.org/10.1214/21-STS822 © Institute of …

Active learning for deep Gaussian process surrogates

A Sauer, RB Gramacy, D Higdon - Technometrics, 2023 - Taylor & Francis
Abstract Deep Gaussian processes (DGPs) are increasingly popular as predictive models in
machine learning for their nonstationary flexibility and ability to cope with abrupt regime …

Risk-averse heteroscedastic bayesian optimization

A Makarova, I Usmanova… - Advances in Neural …, 2021 - proceedings.neurips.cc
Many black-box optimization tasks arising in high-stakes applications require risk-averse
decisions. The standard Bayesian optimization (BO) paradigm, however, optimizes the …

Vecchia-approximated deep Gaussian processes for computer experiments

A Sauer, A Cooper, RB Gramacy - Journal of Computational and …, 2023 - Taylor & Francis
Abstract Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional
composition, in which intermediate GP layers warp the original inputs, providing flexibility to …

[图书][B] System-and data-driven methods and algorithms

P Benner, S Grivet-Talocia, A Quarteroni, G Rozza… - 2021 - library.oapen.org
An increasing complexity of models used to predict real-world systems leads to the need for
algorithms to replace complex models with far simpler ones, while preserving the accuracy …

Modeling the machine learning multiverse

SJ Bell, O Kampman, J Dodge… - Advances in Neural …, 2022 - proceedings.neurips.cc
Amid mounting concern about the reliability and credibility of machine learning research, we
present a principled framework for making robust and generalizable claims: the multiverse …

The importance of uncertainty quantification in model reproducibility

V Volodina, P Challenor - Philosophical Transactions of …, 2021 - royalsocietypublishing.org
Many computer models possess high-dimensional input spaces and substantial
computational time to produce a single model evaluation. Although such models are often …