The paper introduces BO-pro-c, a Bayesian optimisation algorithm that employs a product-of-experts Gaussian process (GP-pro-c) as its surrogate model. GP-pro-c combines multiple local GP experts to improve uncertainty quantification, reduce computational cost, and preserve global correlations, addressing the cubic complexity of single global GP models. Experiments show that BO-pro-c achieves competitive optimisation performance with a 0.9% lower simple regret and a 39.4% reduction in computational overhead compared to a single‑global‑GP baseline.
By Yean Hoon Ong
arXiv:2610.03201v1 Announce Type: cross
Abstract: Gaussian Processes (GPs) are a powerful tool for modelling and quantifying uncertainty in functional relationships. However, they require practitione...
By Callum Lau, Jeremias Knoblauch, Louis Sharrock
arXiv:2608. 13793v1 Announce Type: cross Abstract: Machine learning (ML) has become an indispensable part of modern engineering design workflows.
By Tyler R. Johnson, Kian Ben-Jacob, Christopher P. Muller, Ramin Bostanabad
arXiv:2605. 20145v2 Announce Type: replace-cross Abstract: Gaussian process (GP) predictive distributions are commonly used in Bayesian optimization (BO) to guide the selection of evaluation points for expensive objective functions.
By Aur\'elien Pion, Emmanuel Vazquez
arXiv:2606. 01427v1 Announce Type: cross Abstract: Foundation models (FMs) have achieved substantial success in generalizing across tasks without problemspecific training or fine-tuning.
By Tyler R. Johnson, Kian Ben-Jacob, Nima Negarandeh, Oriol Vendrell-Gallart, Ramin Bostanabad
arXiv:2507.06529v2 Announce Type: replace
Abstract: Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate h...
By Fengxue Zhang, Yuxin Chen
arXiv:2608. 05995v1 Announce Type: new Abstract: Reliable uncertainty estimates are critical in safety-sensitive applications, where understanding the sources of predictive uncertainty is essential.
By Frieder Wizgall, Georg Tirpitz, Moritz Seiler, Kerstin Ritter, B\'alint Mucs\'anyi
The paper introduces a ground‑truth framework for disentangling uncertainty into epistemic and aleatoric components using sample‑conditional pointwise posterior risk. It evaluates current methods, finding that Spectral‑normalized Neural Gaussian Processes and Variational Latent Gaussian Processes best recover the ground‑truth uncertainty, while most methods align more closely with posterior variance and miss predictor bias. The study also explores the entanglement of estimated uncertainties and the impact of modeling choices, providing practical guidance and releasing 13 semi‑synthetic datasets for further validation.
By Frieder Wizgall, Georg Tirpitz, Moritz Seiler, Kerstin Ritter, B\'alint Mucs\'anyi
arXiv:2603. 22050v2 Announce Type: replace-cross Abstract: Supervised machine learning describes the practice of fitting a parameterized model to labeled input-output data.
By Atticus Rex, Elizabeth Qian, David Peterson
arXiv:2601. 07094v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) iteratively fits a Gaussian process (GP) surrogate to accumulated evaluations and selects new queries via an acquisition function.
By Jiguang Li, Hengrui Luo
Product Monte Carlo (PMC) is an algorithm that estimates expectations under a product of densities using only Monte Carlo samples from each individual density. By reformulating the intractable product expectation as a regression problem involving computable conditional expectations, PMC provides both point estimates and coherent Bayesian uncertainty quantification. The method achieves higher accuracy, better-calibrated uncertainty, and improved scalability compared to existing techniques, and it does not require density evaluations, enabling its use in simulation‑based inference such as protein image analysis.
By Pietro Carlotti, Sifan Liu, Yuling Yao
The paper introduces Gradient-based Sample Selection Bayesian Optimization (GSSBO), a method that builds the Gaussian process surrogate on a strategically chosen subset of samples rather than the full dataset. By using gradient information to eliminate redundant points while keeping diversity and representativeness, GSSBO achieves sublinear regret bounds and reduces the cubic computational cost of standard BO. Experiments on synthetic and real-world tasks show that this approach maintains comparable optimization performance while significantly cutting GP fitting time and resource usage.
By Qiyu Wei, Haowei Wang, Zirui Cao, Songhao Wang, Richard Allmendinger, Mauricio A \'Alvarez