FLARE MCMC: Fidelity-based Layer-Adaptive REcursive proposals for MCMC

Markov chain Monte Carlo (MCMC) requires only the ability to evaluate the likelihood, making it a common technique for inference in complex models. However, it can have a slow mixing rate, requiring the generation of many samples to obtain good estimates and an overall high computational cost. FLARE MCMC is a multi-fidelity layered MCMC method that exploits lower-fidelity approximations of the true likelihood calculation to improve mixing and leads to overall faster performance. Such lower-fidelity likelihoods are commonly available in scientific and engineering applications where the model involves a simulation whose resolution or accuracy can be tuned. Our technique uses recursive, layered chains with simple layer tuning; it does not require the likelihood to take any form or have any particular internal mathematical structure. We demonstrate experimentally that FLARE MCMC achieves larger effective sample sizes for the same computational time across different scientific domains including hydrology and cosmology.

Transfer Learning Architectures for Scalable Multi-Fidelity Bayesian Optimization

Self-driving laboratories increasingly rely on multi-fidelity Bayesian optimization (MFBO) to balance cheap, approximate evaluations against scarce, expensive ones, with a predictive surrogate at its core. Gaussian processes (GPs) are the default choice, but they scale poorly as data accumulate and assume a smooth landscape that molecular and materials search spaces routinely violate. Transfer learning offers an alternative suited to this regime: it learns a representation from abundant cheap data and adapts it to sparse expensive data. Despite its use in property prediction, transfer learning has not been tested as the engine of a closed-loop optimization. Here we benchmark eleven transfer-learning surrogates against four GP methods under an identical selection rule, fidelity budget, and model size, across nine tasks spanning synthetic functions to real chemistry and materials problems. GPs win on smooth, low-dimensional functions but perform worst on molecular and materials problems, where transfer-learning surrogates reach substantially better solutions using far less computation. Because acquisition policy is held fixed across surrogates, this advantage is attributable to the surrogate itself. Uncertainty-driven exploration is not reliably beneficial, and calibration does not predict optimization performance, so greedy exploitation of the transfer-learned mean is the more robust default. Transfer learning is therefore the surrogate of choice for molecular and materials MFBO.

Constrained Bayesian Optimisation with Multiple Information Sources

Bayesian Optimisation (BO) under unknown constraints is particularly challenging when feasible regions are small. In such settings, existing methods that typically rely solely on evaluations of the true objective and constraints struggle to efficiently explore the design space. However, many real-world applications offer auxiliary data sources (e.g. surrogate models or simplified simulations) that can support early exploration. Despite this potential, their integration into constrained BO remains largely unexplored. We propose a general multi-source framework that extends constrained Max-value Entropy Search, capturing inter-source correlation while balancing evaluation cost and information gain. Experiments on both synthetic and physics-based benchmarks show that our method efficiently identifies feasible and optimal solutions, even when auxiliary data are only weakly correlated. The proposed approach consistently outperforms existing methods, particularly in early-stage exploration.

A Multi-Fidelity Convolutional Autoencoder-Transfer Learning Framework for Guided-Wave-Based Damage Diagnosis Using Large Simulated and Limited Experimental Datasets

Guided wave-based structural health monitoring (GWSHM) with onboard transducers offers significant potential for the early diagnosis of damage in engineering structures. However, the practical deployment of deep learning models is often hindered by the limited availability of labelled experimental data and the high computational cost of generating large-scale high-fidelity simulation datasets. This study presents a multifidelity transfer learning framework that integrates lightweight physics-based simulations, convolutional autoencoder (CAE)-based deep feature learning, a feed-forward neural network, and limited experimental measurements for accurate damage localisation and sizing in plate-like structures instrumented with piezoelectric transducers. A computationally efficient one-dimensional time-domain spectral element model is employed to generate a large synthetic dataset for pretraining, while transfer learning adapts the model to experimental domains using only a small amount of labelled data. The CAE-based transfer learning framework significantly outperforms its CNN-based counterpart in damage localisation accuracy. The model achieves excellent predictive performance with $R^2$ scores exceeding 0.93 for damage localisation and 0.99 for damage sizing. Its generalisation capability is demonstrated on previously unseen data, showing high prediction accuracy for damage scenarios not represented during pretraining or fine-tuning. The results establish the proposed framework as an accurate, computationally efficient, and practically viable solution for real-world GWSHM applications.

Provably Reduced Sample Cost in Prior-Guided Hyperparameter Optimization

Large-scale hyperparameter optimization (HPO) in automated machine learning (AutoML) consumes substantial computational resources, raising growing concerns about scalability and energy efficiency. Existing methods use prior information heuristically to accelerate both black-box and multi-fidelity settings, but they lack a characterization of how prior informativeness quantitatively reduces sample complexity. In this work, we provide the first distribution-dependent sample complexity bounds for multi-fidelity HPO with priors through the formal lens of fixed-budget best-arm identification. By modeling priors directly over arm means as configuration performance, we derive explicit, distribution-dependent error bounds that quantify the relationship between priors and evaluation budget. Our analysis shows that informative priors, which concentrate probability mass on near-optimal arms, yield reductions in the number of required evaluations, whereas baseline performance is recovered with uninformative or misleading priors. We conduct proof-of-concept experiments on a synthetic benchmark and on LCBench, a common multi-fidelity HPO benchmark for deep learning, to confirm our theoretical results, achieving up to 90% budget reduction while retaining solution quality. Together, our results provide a principled foundation for prior-guided and compute-efficient green AutoML.

Efficient Hyperparameter Optimization for LLM Reinforcement Learning

Reinforcement learning (RL) for large language models (LLMs) is highly sensitive to hyperparameter configurations, making hyperparameter optimization (HPO) essential yet computationally expensive. Existing multi-fidelity HPO methods remain inefficient for LLM RL due to the massive model scale and resource-intensive training cycles. In this paper, we propose Joint Fidelity Hyperparameter Optimization (JF-HPO), which simultaneously adapts both model size and training budget as fidelity. JF-HPO is empowered by: (i) it leverages a small proxy model of the target LLM for efficient training and evaluation in each HPO trial; (ii) it integrates carefully designed early-stopping strategies based on training dynamics; (iii) it introduces an efficient checkpointing mechanism to eliminate redundant computations. Compared with existing HPO methods, JF-HPO significantly improves the computational efficiency of each trial (up to 14.9 times), while achieving better or competitive predictive accuracy under the same time budget. Notably, compared with utilizing hyperparameter configurations from the VeRL Recipe, JF-HPO delivers performance improvements ranging from 5.8% to 111.6%.