Bayesian optimization in high-dimensional spaces: A brief survey

M Malu, G Dasarathy, A Spanias - 2021 12th International …, 2021 - ieeexplore.ieee.org
Bayesian optimization (BO) has been widely applied to several modern science and
engineering applications such as machine learning, neural networks, robotics, aerospace …

High-dimensional gaussian process bandits

J Djolonga, A Krause, V Cevher - Advances in neural …, 2013 - proceedings.neurips.cc
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 …

Agnostic active learning of single index models with linear sample complexity

A Gajjar, WM Tai, X **ngyu, C Hegde… - The Thirty Seventh …, 2024 - proceedings.mlr.press
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 …

Matrix recipes for hard thresholding methods

A Kyrillidis, V Cevher - Journal of mathematical imaging and vision, 2014 - Springer
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 …

Active learning for single neuron models with lipschitz non-linearities

A Gajjar, C Musco, C Hegde - International Conference on …, 2023 - proceedings.mlr.press
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 …

Additive Multi-Index Gaussian process modeling, with application to multi-physics surrogate modeling of the quark-gluon plasma

K Li, S Mak, JF Paquet, SA Bass - arxiv preprint arxiv:2306.07299, 2023 - arxiv.org
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 …

Entropy and sampling numbers of classes of ridge functions

S Mayer, T Ullrich, J Vybiral - Constructive Approximation, 2015 - Springer
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 …

Experimental design for optimization of orthogonal projection pursuit models

M Mutny, J Kirschner, A Krause - … of the AAAI Conference on Artificial …, 2020 - ojs.aaai.org
Bayesian optimization and kernelized bandit algorithms are widely used techniques for
sequential black box function optimization with applications in parameter tuning, control …

Learning sparse additive models with interactions in high dimensions

H Tyagi, A Kyrillidis, B Gärtner… - Artificial intelligence …, 2016 - proceedings.mlr.press
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 …

Estimating multi-index models with response-conditional least squares

T Klock, A Lanteri, S Vigogna - 2021 - projecteuclid.org
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 …