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