Bayesian Optimization under Uncertainty for Training a Scale Parameter in Stochastic Models

arXiv:2510.06439 · cs.LG, cs.CE, math.OC, stat.ML · Submitted 2025-10-07 · Read on arXiv

cs.LG, cs.CE, math.OC, stat.ML

Submitted: 2025-10-07

Updated: 2026-10-13

Comments: 25 pages, 23 figures, 3 tables. Code: https://github.com/UQUH/SO-BO-scale

Journal ref: ASCE-ASME J. Risk Uncertainty Eng. Syst., Part A: Civ. Eng. 12(4): 04026050 (2026)

DOI: 10.1061/AJRUA6.RUENG-1854

Code: https://github.com/UQUH/SO-BO-scale

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Bayesian Optimization — 2× in this paper · explained in 3 episodes
• Acquisition Function — 1× in this paper · explained in 1 episode

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