3 papers
stat.ML2025
Gradient-based Sample Selection for Faster Bayesian Optimization
Qiyu Wei, Haowei Wang, Zirui Cao +3
Bayesian optimization (BO) is an effective technique for black-box optimization. However, its applicability is typically limited to moderate-budget problems due to the cubic comple…
math.OC2025
An Online Non-Stationary Simulation Optimization Approach Based on Regime Switching
Jianglin Xia, Haowei Wang, Songhao Wang +1
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-sta…
stat.ML2025
Weighted Euclidean Distance Matrices over Mixed Continuous and Categorical Inputs for Gaussian Process Models
Mingyu Pu, Songhao Wang, Haowei Wang +1
Gaussian Process (GP) models are widely utilized as surrogate models in scientific and engineering fields. However, standard GP models are limited to continuous variables due to th…