This paper proposes a novel Bayesian Optimization approach that is able to do transfer learning across tasks while remaining scalable. Originality: This is very original work. Bayesian Optimization can work with any probabilistic regression algorithm, so the use of Bayesian linear regression to make it more scalable is well-known, as are its limitations (e.g. it doesn't extrapolate well). The main novelty here lies in the extension to multi-task learning, which allows it to benefit from prior evaluations on previous tasks. When such evaluations are available, this can provide a significant advantage.

We consider the problem of finding an input to a stochastic black box function such that the scalar output of the black box function is as close as possible to a target value in the sense of the expected squared error. While the optimization of stochastic black boxes is classic in (robust) Bayesian optimization, the current approaches based on Gaussian processes predominantly focus either on i) maximization/minimization rather than target value optimization or ii) on the expectation, but not the variance of the output, ignoring output variations due to stochasticity in uncontrollable environmental variables. In this work, we fill this gap and derive acquisition functions for common criteria such as the expected improvement, the probability of improvement, and the lower confidence bound, assuming that aleatoric effects are Gaussian with known variance. Our experiments illustrate that this setting is compatible with certain extensions of Gaussian processes, and show that the thus derived acquisition functions can outperform classical Bayesian optimization even if the latter assumptions are violated. An industrial use case in billet forging is presented.

Due to the very narrow beam used in millimeter wave communication (mmWave), beam alignment (BA) is a critical issue. In this work, we investigate the issue of mmWave BA and present a novel beam alignment scheme on the basis of a machine learning strategy, Bayesian optimization (BO). In this context, we consider the beam alignment issue to be a black box function and then use BO to find the possible optimal beam pair. During the BA procedure, this strategy exploits information from the measured beam pairs to predict the best beam pair. In addition, we suggest a novel BO algorithm based on the gradient boosting regression tree model. The simulation results demonstrate the spectral efficiency performance of our proposed schemes for BA using three different surrogate models. They also demonstrate that the proposed schemes can achieve spectral efficiency with a small overhead when compared to the orthogonal match pursuit (OMP) algorithm and the Thompson sampling-based multi-armed bandit (TS-MAB) method.

This entry is a part of the NYU Center for Data Science blog's recurring guest editorial series. Irina Espejo Morales is a CDS Ph.D. student in data science and also a DeepMind fellow. Kyle Cranmer is a CDS professor of data science and professor of physics at the NYU College of Arts & Science. Lukas Heinrich is a staff scientist at CERN working with the ATLAS experiment at the LHC and former NYU graduate student. Gilles Louppe is an associate professor in artificial intelligence and deep learning at the University of Liège (Belgium) and former Moore Sloan fellow.

A preprint paper published by researchers at DeepMind and the CISPA Helmholtz Center for Information Security describes an AI system capable of reverse-engineering the black box functions of programs written in educational programming language Karel. Given access only to the inputs and outputs (I/Os) of an application, they claim the system -- dubbed IReEn -- can iteratively improve a copy of the target application until it becomes functionally equivalent to the original. Reverse-engineering might carry a nefarious connotation in some circles, but it isn't without legitimate applications. For instance, it can help recover software if the source code was lost or aid in the detection and neutralization of malware. Although several machine learning-driven reverse-engineering techniques have been proposed, most can't recover functional and human-interpretable forms of programs.

Convolutional Neural Network is known as ConvNet have been extensively used in many complex machine learning tasks. However, hyperparameters optimization is one of a crucial step in developing ConvNet architectures, since the accuracy and performance are totally reliant on the hyperparameters. This multilayered architecture parameterized by a set of hyperparameters such as the number of convolutional layers, number of fully connected dense layers & neurons, the probability of dropout implementation, learning rate. Hence the searching the hyperparameter over the hyperparameter space are highly difficult to build such complex hierarchical architecture. Many methods have been proposed over the decade to explore the hyperparameter space and find the optimum set of hyperparameter values. Reportedly, Gird search and Random search are said to be inefficient and extremely expensive, due to a large number of hyperparameters of the architecture. Hence, Sequential model-based Bayesian Optimization is a promising alternative technique to address the extreme of the unknown cost function. The recent study on Bayesian Optimization by Snoek in nine convolutional network parameters is achieved the lowerest error report in the CIFAR-10 benchmark. This article is intended to provide the overview of the mathematical concept behind the Bayesian Optimization over a Gaussian prior.