arXiv subjects

Joshua Hang Sai Ip

Publications and source records attributed to Joshua Hang Sai Ip.

4 recordsLinked to original sources

arXiv2026

Beyond Objective-Based Improvement: Stationarity-Aware Expected Improvement for Bayesian Optimization

Bayesian Optimization (BO) is a principled framework for optimizing expensive black-box functions, with Expected Improvement (EI) among its most widely used acquisition functions. Despite its empirical success, EI is agnostic to first-order optimality conditions, relying solely on objective-value improvement. As a result, it can exhibit vanishing acquisition signals where the improvement criterion is uninformative, limiting its effectiveness in guiding search. We propose Expected Improvement via Gradient Norms (EI-GN), a novel acquisition function that extends the improvement principle to incorporate first-order stationarity, promoting sampling in regions that are both high-performing and close to stationary points. We derive a tractable closed-form expression for EI-GN and show that it remains consistent with the improvement-based acquisition framework. By embedding progress toward stationarity into the acquisition criterion, EI-GN provides a richer and more informative notion of improvement. Empirical results on standard BO benchmarks demonstrate consistent gains over baseline methods, and we further illustrate its applicability to control policy learning.

cs.LG↗

arXiv2025

Lyapunov Neural ODE State-Feedback Control Policies

Deep neural networks are increasingly used as an effective parameterization of control policies in various learning-based control paradigms. For continuous-time optimal control problems (OCPs), which are central to many decision-making tasks, control policy learning can be cast as a neural ordinary differential equation (NODE) problem wherein state and control constraints are naturally accommodated. This paper presents a NODE approach to solving continuous-time OCPs for the case of stabilizing a known constrained nonlinear system around a target state. The approach, termed Lyapunov-NODE control (L-NODEC), uses a novel Lyapunov loss formulation that incorporates an exponentially-stabilizing control Lyapunov function to learn a state-feedback neural control policy, bridging the gap of solving continuous-time OCPs via NODEs with stability guarantees. The proposed Lyapunov loss allows L-NODEC to guarantee exponential stability of the controlled system, as well as its adversarial robustness to perturbations to the initial state. The performance of L-NODEC is illustrated in two problems, including a dose delivery problem in plasma medicine. In both cases, L-NODEC effectively stabilizes the controlled system around the target state despite perturbations to the initial state and reduces the inference time necessary to reach the target.

cs.LG↗

arXiv2025

Towards Scalable Bayesian Optimization via Gradient-Informed Bayesian Neural Networks

Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the exploration-exploitation process toward finding global optimum. While Gaussian processes (GPs) are commonly employed as surrogates of the unknown objective function, recent studies have highlighted the potential of Bayesian neural networks (BNNs) as scalable and flexible alternatives. Moreover, incorporating gradient observations into GPs, when available, has been shown to improve BO performance. However, the use of gradients within BNN surrogates remains unexplored. By leveraging automatic differentiation, gradient information can be seamlessly integrated into BNN training, resulting in more informative surrogates for BO. We propose a gradient-informed loss function for BNN training, effectively augmenting function observations with local gradient information. The effectiveness of this approach is demonstrated on well-known benchmarks in terms of improved BNN predictions and faster BO convergence as the number of decision variables increases.

cs.LG↗

arXiv2025

User Preference Meets Pareto-Optimality in Multi-Objective Bayesian Optimization

Incorporating user preferences into multi-objective Bayesian optimization (MOBO) allows for personalization of the optimization procedure. Preferences are often abstracted in the form of an unknown utility function, estimated through pairwise comparisons of potential outcomes. However, utility-driven MOBO methods can yield solutions that are dominated by nearby solutions, as non-dominance is not enforced. Additionally, classical MOBO commonly relies on estimating the entire Pareto-front to identify the Pareto-optimal solutions, which can be expensive and ignore user preferences. Here, we present a new method, termed preference-utility-balanced MOBO (PUB-MOBO), that allows users to disambiguate between near-Pareto candidate solutions. PUB-MOBO combines utility-based MOBO with local multi-gradient descent to refine user-preferred solutions to be near-Pareto-optimal. To this end, we propose a novel preference-dominated utility function that concurrently preserves user-preferences and dominance amongst candidate solutions. A key advantage of PUB-MOBO is that the local search is restricted to a (small) region of the Pareto-front directed by user preferences, alleviating the need to estimate the entire Pareto-front. PUB-MOBO is tested on three synthetic benchmark problems: DTLZ1, DTLZ2 and DH1, as well as on three real-world problems: Vehicle Safety, Conceptual Marine Design, and Car Side Impact. PUB-MOBO consistently outperforms state-of-the-art competitors in terms of proximity to the Pareto-front and utility regret across all the problems.

cs.LG↗