Dario Piga

Learning low-dimensional embeddings for black-box optimization

When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach based on meta-learning to pre-compute a redu...

dynoGP: Deep Gaussian Processes for Dynamic System Identification

ABSTRACT In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of deep Gaussian processes (deepGPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to stochastic linear time‐invariant dy...