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cs.LG2025
Sampling from Gaussian Processes: A Tutorial and Applications in Global Sensitivity Analysis and Optimization
Bach Do, Nafeezat A. Ajenifuja, Taiwo A. Adebiyi +1
High-fidelity simulations and physical experiments are essential for engineering analysis and design, yet their high cost often makes two critical tasks--global sensitivity analysi…
cs.LG2024
Gaussian Process Thompson Sampling via Rootfinding
Taiwo A. Adebiyi, Bach Do, Ruda Zhang
Thompson sampling (TS) is a simple, effective stochastic policy in Bayesian decision making. It samples the posterior belief about the reward profile and optimizes the sample to ob…
cs.LG2024
Optimizing Posterior Samples for Bayesian Optimization via Rootfinding
Taiwo A. Adebiyi, Bach Do, Ruda Zhang
Bayesian optimization devolves the global optimization of a costly objective function to the global optimization of a sequence of acquisition functions. This inner-loop optimizatio…