arXiv subjects

Henry Moss

Publications and source records attributed to Henry Moss.

25 records · Page 2Linked to original sources

arXiv2025

Omnipresent Yet Overlooked: Heat Kernels in Combinatorial Bayesian Optimization

Bayesian Optimization (BO) has the potential to solve various combinatorial tasks, ranging from materials science to neural architecture search. However, BO requires specialized kernels to effectively model combinatorial domains. Recent efforts have introduced several combinatorial kernels, but the relationships among them are not well understood. To bridge this gap, we develop a unifying framework based on heat kernels, which we derive in a systematic way and express as simple closed-form expressions. Using this framework, we prove that many successful combinatorial kernels are either related or equivalent to heat kernels, and validate this theoretical claim in our experiments. Moreover, our analysis confirms and extends the results presented in Bounce: certain algorithms' performance decreases substantially when the unknown optima of the function do not have a certain structure. In contrast, heat kernels are not sensitive to the location of the optima. Lastly, we show that a fast and simple pipeline, relying on heat kernels, is able to achieve state-of-the-art results, matching or even outperforming certain slow or complex algorithms.

cs.LG↗

arXiv2025

FedRAIN-Lite: Federated Reinforcement Algorithms for Improving Idealised Numerical Weather and Climate Models

Sub-grid parameterisations in climate models are traditionally static and tuned offline, limiting adaptability to evolving states. This work introduces FedRAIN-Lite, a federated reinforcement learning (FedRL) framework that mirrors the spatial decomposition used in general circulation models (GCMs) by assigning agents to latitude bands, enabling local parameter learning with periodic global aggregation. Using a hierarchy of simplified energy-balance climate models, from a single-agent baseline (ebm-v1) to multi-agent ensemble (ebm-v2) and GCM-like (ebm-v3) setups, we benchmark three RL algorithms under different FedRL configurations. Results show that Deep Deterministic Policy Gradient (DDPG) consistently outperforms both static and single-agent baselines, with faster convergence and lower area-weighted RMSE in tropical and mid-latitude zones across both ebm-v2 and ebm-v3 setups. DDPG's ability to transfer across hyperparameters and low computational cost make it well-suited for geographically adaptive parameter learning. This capability offers a scalable pathway towards high-complexity GCMs and provides a prototype for physically aligned, online-learning climate models that can evolve with a changing climate. Code accessible at https://github.com/p3jitnath/climate-rl-fedrl.

cs.LG↗

arXiv2025

RAIN: Reinforcement Algorithms for Improving Numerical Weather and Climate Models

This study explores integrating reinforcement learning (RL) with idealised climate models to address key parameterisation challenges in climate science. Current climate models rely on complex mathematical parameterisations to represent sub-grid scale processes, which can introduce substantial uncertainties. RL offers capabilities to enhance these parameterisation schemes, including direct interaction, handling sparse or delayed feedback, continuous online learning, and long-term optimisation. We evaluate the performance of eight RL algorithms on two idealised environments: one for temperature bias correction, another for radiative-convective equilibrium (RCE) imitating real-world computational constraints. Results show different RL approaches excel in different climate scenarios with exploration algorithms performing better in bias correction, while exploitation algorithms proving more effective for RCE. These findings support the potential of RL-based parameterisation schemes to be integrated into global climate models, improving accuracy and efficiency in capturing complex climate dynamics. Overall, this work represents an important first step towards leveraging RL to enhance climate model accuracy, critical for improving climate understanding and predictions. Code accessible at https://github.com/p3jitnath/climate-rl.

cs.LG↗

arXiv2024

Efficient modeling of sub-kilometer surface wind with Gaussian processes and neural networks

Accurately representing surface weather at the sub-kilometer scale is crucial for optimal decision-making in a wide range of applications. This motivates the use of statistical techniques to provide accurate and calibrated probabilistic predictions at a lower cost compared to numerical simulations. Wind represents a particularly challenging variable to model due to its high spatial and temporal variability. This paper presents a novel approach that integrates Gaussian processes and neural networks to model surface wind gusts at sub-kilometer resolution, leveraging multiple data sources, including numerical weather prediction models, topographical descriptors, and in-situ measurements. Results demonstrate the added value of modeling the multivariate covariance structure of the variable of interest, as opposed to only applying a univariate probabilistic regression approach. Modeling the covariance enables the optimal integration of observed measurements from ground stations, which is shown to reduce the continuous ranked probability score compared to the baseline. Moreover, it allows the generation of realistic fields that are also marginally calibrated, aided by scalable techniques such as random Fourier features and pathwise conditioning. We discuss the effect of different modeling choices, as well as different degrees of approximation, and present our results for a case study.

physics.ao-ph↗

arXiv2022

Fantasizing with Dual GPs in Bayesian Optimization and Active Learning

Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning. Their drawbacks are poor scaling with data and the need to run an optimization loop when using a non-Gaussian likelihood. In this paper, we focus on `fantasizing' batch acquisition functions that need the ability to condition on new fantasized data computationally efficiently. By using a sparse Dual GP parameterization, we gain linear scaling with batch size as well as one-step updates for non-Gaussian likelihoods, thus extending sparse models to greedy batch fantasizing acquisition functions.

cs.LG↗

arXiv2022

Bayesian Quantile and Expectile Optimisation

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria accounting for the distribution tails need to be considered. In this paper, we propose new variational models for Bayesian quantile and expectile regression that are well-suited for heteroscedastic noise settings. Our models consist of two latent Gaussian processes accounting respectively for the conditional quantile (or expectile) and the scale parameter of an asymmetric likelihood functions. Furthermore, we propose two BO strategies based on max-value entropy search and Thompson sampling, that are tailored to such models and that can accommodate large batches of points. Contrary to existing BO approaches for risk-averse optimisation, our strategies can directly optimise for the quantile and expectile, without requiring replicating observations or assuming a parametric form for the noise. As illustrated in the experimental section, the proposed approach clearly outperforms the state of the art in the heteroscedastic, non-Gaussian case.

stat.ML↗

arXiv2021

Scalable Thompson Sampling using Sparse Gaussian Process Models

Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convincing empirical performance, it incurs a large computational overhead that scales polynomially with the optimization budget. Recently, scalable TS methods based on sparse GP models have been proposed to increase the scope of TS, enabling its application to problems that are sufficiently multi-modal, noisy or combinatorial to require more than a few hundred evaluations to be solved. However, the approximation error introduced by sparse GPs invalidates all existing regret bounds. In this work, we perform a theoretical and empirical analysis of scalable TS. We provide theoretical guarantees and show that the drastic reduction in computational complexity of scalable TS can be enjoyed without loss in the regret performance over the standard TS. These conceptual claims are validated for practical implementations of scalable TS on synthetic benchmarks and as part of a real-world high-throughput molecular design task.

stat.ML↗