arXiv Machine Learning

Correcting Boundary Bias and Observation Independence in Bayesian Experimental Design

arXiv Machine Learning
Aug 24

Actively Learning Joint Contours of Multiple Computer Experiments

The paper introduces a joint contour location (jCL) method for actively learning input configurations that simultaneously achieve specified responses across multiple computer experiments. By employing two distinct acquisition schemes—one for exploration and one for exploitation—along with a decision rule, the approach balances learning across multiple response surfaces and provides a natural stopping criterion when no solution exists. The method is demonstrated with Gaussian processes, multitask GPs, and deep GPs, outperforming existing single-response contour location strategies and optimization-based alternatives.

By Shih-Ni Prim, Kevin R. Quinlan, Paul Hawkins, Jagadeesh Movva, Annie S. Booth
arXiv AI
Aug 26

Enhancing Bayesian Optimization and Active Learning Through Kernel Diversity

The paper introduces KENDO, a unified framework that combines Ensemble Gaussian Processes with disagreement‑aware acquisition strategies to address hyperparameter selection in Bayesian optimization and active learning. By replacing costly hyperparameter sampling with a kernel ensemble and adaptive Bayesian weighting, KENDO‑BO and KENDO‑AL provide self‑correcting mechanisms tailored to their respective tasks. Experiments on synthetic and real‑world benchmarks show that KENDO‑BO matches or outperforms state‑of‑the‑art methods while cutting computational cost up to fivefold, and KENDO‑AL delivers better predictive calibration with up to 27‑times speedup compared to MCMC‑based baselines.

By Heng Zhang, Haotian Xiang, Qin Lu, Konstantinos D. Polyzos, Tara Javidi
arXiv Machine Learning
Jun 25

Efficient Adaptive Data Acquisition via Pretrained Belief Representations

arXiv:2606. 25197v1 Announce Type: new Abstract: Learning effective policies for adaptive data acquisition remains challenging: posterior-based methods rely on surrogate models and posterior approximations that can be misspecified or biased, while direct policy-learning methods map from historical observations and fail to exploit available model representations, making learning harder.

By Daolang Huang, Zhuoyue Huang, Conor Hassan, Luigi Acerbi, Samuel Kaski, Tom Rainforth
arXiv Machine Learning
Sep 3

Source Distribution Estimation by Posterior Averaging

The paper introduces a new approach to source distribution estimation (SDE) in simulation-based science, addressing limitations of existing methods that rely on a fixed surrogate likelihood. By employing an expectation‑maximization framework, the authors iteratively train an amortized posterior on fresh simulations (E‑step) and refit the source distribution to the posterior’s average (M‑step). Two parameterizations are explored: separate source and posterior flows, and a single shared conditional flow, with experiments on three benchmark tasks showing improved performance over fixed surrogate and iterated baseline methods, notably achieving higher data‑space C2ST scores on the Lotka–Volterra benchmark.

By Trung-Dung Hoang, Lisa M. Koch