10.7LGJul 25, 2023
Learning Regions of Interest for Bayesian Optimization with Adaptive Level-Set EstimationFengxue Zhang, Jialin Song, James Bowden et al.
We study Bayesian optimization (BO) in high-dimensional and non-stationary scenarios. Existing algorithms for such scenarios typically require extensive hyperparameter tuning, which limits their practical effectiveness. We propose a framework, called BALLET, which adaptively filters for a high-confidence region of interest (ROI) as a superlevel-set of a nonparametric probabilistic model such as a Gaussian process (GP). Our approach is easy to tune, and is able to focus on local region of the optimization space that can be tackled by existing BO methods. The key idea is to use two probabilistic models: a coarse GP to identify the ROI, and a localized GP for optimization within the ROI. We show theoretically that BALLET can efficiently shrink the search space, and can exhibit a tighter regret bound than standard BO without ROI filtering. We demonstrate empirically the effectiveness of BALLET on both synthetic and real-world optimization tasks.
7.1LGOct 20, 2025
Benchmarking Probabilistic Time Series Forecasting Models on Neural ActivityZiyu Lu, Anna J. Li, Alexander E. Ladd et al.
Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural activity forecasting remains limited. To bridge this gap, we systematically evaluated eight probabilistic deep learning models, including two foundation models, that have demonstrated strong performance on general forecasting benchmarks. We compared them against four classical statistical models and two baseline methods on spontaneous neural activity recorded from mouse cortex via widefield imaging. Across prediction horizons, several deep learning models consistently outperformed classical approaches, with the best model producing informative forecasts up to 1.5 seconds into the future. Our findings point toward future control applications and open new avenues for probing the intrinsic temporal structure of neural activity.