Search Results for author: Masaki Adachi

Found 9 papers, 8 papers with code

A Quadrature Approach for General-Purpose Batch Bayesian Optimization via Probabilistic Lifting

1 code implementation18 Apr 2024 Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen, Saad Hamid, Harald Oberhauser, Michael A. Osborne

Parallelisation in Bayesian optimisation is a common strategy but faces several challenges: the need for flexibility in acquisition functions and kernel choices, flexibility dealing with discrete and continuous variables simultaneously, model misspecification, and lastly fast massive parallelisation.

Beyond Lengthscales: No-regret Bayesian Optimisation With Unknown Hyperparameters Of Any Type

no code implementations2 Feb 2024 Juliusz Ziomek, Masaki Adachi, Michael A. Osborne

Previously proposed algorithms with the no-regret property were only able to handle the special case of unknown lengthscales, reproducing kernel Hilbert space norm and applied only to the frequentist case.

Bayesian Optimisation

SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spaces

1 code implementation27 Jan 2023 Masaki Adachi, Satoshi Hayakawa, Saad Hamid, Martin Jørgensen, Harald Oberhauser, Micheal A. Osborne

Batch Bayesian optimisation and Bayesian quadrature have been shown to be sample-efficient methods of performing optimisation and quadrature where expensive-to-evaluate objective functions can be queried in parallel.

Drug Discovery

Bayesian Model Selection of Lithium-Ion Battery Models via Bayesian Quadrature

1 code implementation28 Oct 2022 Masaki Adachi, Yannick Kuhn, Birger Horstmann, Arnulf Latz, Michael A. Osborne, David A. Howey

We show that popular model selection criteria, such as root-mean-square error and Bayesian information criterion, can fail to select a parsimonious model in the case of a multimodal posterior.

Model Selection

Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination

2 code implementations9 Jun 2022 Masaki Adachi, Satoshi Hayakawa, Martin Jørgensen, Harald Oberhauser, Michael A. Osborne

Empirically, we find that our approach significantly outperforms the sampling efficiency of both state-of-the-art BQ techniques and Nested Sampling in various real-world datasets, including lithium-ion battery analytics.

Bayesian Inference Numerical Integration

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