arXiv Machine Learning

Warm-Starting Iterative Gaussian Processes for Faster Sequential Inference

arXiv:2511. 16340v2 Announce Type: replace Abstract: Efficient Gaussian process (GP) inference is critical for sequential decision-making tasks such as active learning, online prediction, and Bayesian optimization.

arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi
arXiv Machine Learning
Aug 3

Frugal Bayesian Optimization: Scalable Surrogates for Data- and Resource-Limited Discovery

arXiv:2607. 29225v1 Announce Type: new Abstract: Bayesian Optimization (BO) is widely adopted for data-efficient optimization in scientific and engineering applications, yet its computational cost is rarely evaluated alongside optimization performance.

By Panagiotis Krokidas, Christoforos Rekatsinas, Vassilis Sioros, Grigorios M. Chatziathanasiou, Efi-Maria Papia, George Giannakopoulos
arXiv Machine Learning
Jun 9

Improving Bayesian Optimization via Training-Aware Conditional Diffusion Models

arXiv:2606. 08438v1 Announce Type: cross Abstract: Bayesian optimization (BO) is a widely used approach for black-box optimization that uses a Gaussian process (GP) as a surrogate and guides sequential evaluations via an acquisition function, with the ultimate goal of locating the global optimum $\mathbf{x}^{\star}$.

By Yilin Zheng, Haowei Wang, Szu Hui Ng, Enlu Zhou
arXiv Machine Learning
Jul 7

Local Constrained Bayesian Optimization

arXiv:2603. 07965v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality.

By Jing Jingzhe, Fan Zheyi, Szu Hui Ng, Qingpei Hu
arXiv AI
Jun 9

SVRG and Beyond via Posterior Correction

arXiv:2512. 01930v2 Announce Type: replace-cross Abstract: Stochastic Variance Reduced Gradient (SVRG) and its variants aim to speed-up training by using gradient corrections.

By Nico Daheim, Thomas M\"ollenhoff, Ming Liang Ang, Mohammad Emtiyaz Khan