arXiv Machine Learning By Tyler R. Johnson, Kian Ben-Jacob, Christopher P. Muller, Ramin Bostanabad

On the Brittleness of Maximum Likelihood Estimation for Gaussian Process Hyperparameter Optimization

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arXiv:2608. 13793v1 Announce Type: cross Abstract: Machine learning (ML) has become an indispensable part of modern engineering design workflows.

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arXiv Machine Learning
Sep 4

No-Regret Bayesian Optimization with Finite-Library Input-Warped Kernels

The paper introduces Finite-Library Input-Warped Bayesian Optimization (FLIWBO), a method that selects input warps from a finite library to adapt the geometry used by Gaussian‑process Bayesian optimization. FLIWBO maintains high‑probability convergence guarantees while improving sample efficiency on problems where raw coordinates poorly match the objective’s geometry, such as log‑scaled hyperparameters or localized peaks. Experiments on synthetic benchmarks, Fashion‑MNIST hyperparameter tuning, and a 20‑dimensional multi‑agent system design demonstrate that FLIWBO‑UCB outperforms raw‑coordinate GP‑UCB and other methods with regret guarantees, especially under misspecified geometry.

By Edvin Ketabati Augustinsson, Robert A. Bridges