Bayesian optimization in high-dimensional spaces: A brief survey
Bayesian optimization (BO) has been widely applied to several modern science and
engineering applications such as machine learning, neural networks, robotics, aerospace …
engineering applications such as machine learning, neural networks, robotics, aerospace …
High-dimensional gaussian process bandits
Many applications in machine learning require optimizing unknown functions defined over a
high-dimensional space from noisy samples that are expensive to obtain. We address this …
high-dimensional space from noisy samples that are expensive to obtain. We address this …
Agnostic active learning of single index models with linear sample complexity
We study active learning methods for single index models of the form $ F ({\bm x})= f (⟨{\bm
w},{\bm x}⟩) $, where $ f:\mathbb {R}\to\mathbb {R} $ and ${\bx,\bm w}\in\mathbb {R}^ d $. In …
w},{\bm x}⟩) $, where $ f:\mathbb {R}\to\mathbb {R} $ and ${\bx,\bm w}\in\mathbb {R}^ d $. In …
Matrix recipes for hard thresholding methods
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear
inverse problems within the class of hard thresholding methods. We provide strategies on …
inverse problems within the class of hard thresholding methods. We provide strategies on …
Active learning for single neuron models with lipschitz non-linearities
We consider the problem of active learning for single neuron models, also sometimes called
“ridge functions”, in the agnostic setting (under adversarial label noise). Such models have …
“ridge functions”, in the agnostic setting (under adversarial label noise). Such models have …
Additive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasma
The Quark-Gluon Plasma (QGP) is a unique phase of nuclear matter, theorized to have filled
the Universe shortly after the Big Bang. A critical challenge in studying the QGP is that, to …
the Universe shortly after the Big Bang. A critical challenge in studying the QGP is that, to …
Entropy and sampling numbers of classes of ridge functions
We study the properties of ridge functions f (x)= g (a ⋅ x) f (x)= g (a· x) in high dimensions dd
from the viewpoint of approximation theory. The function classes considered consist of ridge …
from the viewpoint of approximation theory. The function classes considered consist of ridge …
Experimental design for optimization of orthogonal projection pursuit models
Bayesian optimization and kernelized bandit algorithms are widely used techniques for
sequential black box function optimization with applications in parameter tuning, control …
sequential black box function optimization with applications in parameter tuning, control …
Learning sparse additive models with interactions in high dimensions
A function f:\mathbbR^ d→\mathbbR is referred to as a Sparse Additive Model (SPAM), if it is
of the form f (x)=\sum_l∈ S\phi_l (x_l), where S⊂[d],| S|≪ d. Assuming\phi_l's and S to be …
of the form f (x)=\sum_l∈ S\phi_l (x_l), where S⊂[d],| S|≪ d. Assuming\phi_l's and S to be …
Estimating multi-index models with response-conditional least squares
The multi-index model is a simple yet powerful high-dimensional regression model which
circumvents the curse of dimensionality assuming EY|X=g(A^⊤X) for some unknown index …
circumvents the curse of dimensionality assuming EY|X=g(A^⊤X) for some unknown index …