Deep Kernel Learning

We introduce a deep kernel hedging framework that combines the flexibility of deep learning with the structural inductive bias of kernel methods. The hedging functional is restricted to a reproducing kernel Hilbert space whose kernel is parameterized through a neural network embedding of the input features. The framework minimizes a regularized empirical risk under convex loss functions and can accommodate path-dependent information through truncated time-augmented signature features. We derive a generalized representer theorem for the joint hedging problem, reducing the empirical optimization to a finite-dimensional problem. To further reduce the computational cost associated with large kernel matrices, we develop a scalable random Fourier feature approximation and establish convergence guarantees. The random Fourier parameters are sampled once and remain fixed throughout training, while the deep kernel adapts to market data through the learned neural representation. We evaluate the performance of the proposed deep kernel approach on both synthetic and real data and compare it with standard kernel methods and classical deep hedging architectures. Numerical results indicate competitive and robust hedging performance, particularly in low-data regimes, which highlights the benefits of combining expressive neural representations with the inductive bias of kernel methods.

Autonomous racing confronts significant challenges in safely overtaking Opponent Vehicles (OVs) that exhibit uncertain trajectories, stemming from unknown driving policies. To address these challenges, this study proposes heterogeneous kernel metrics for Deep Kernel Learning (DKL), designed to robustly capture the diverse driving policies of OVs, and carry out precise trajectory predictions along with the associated uncertainties. A key virtue of the proposed kernel metrics lies in their ability to align similar driving policies and disjoin dissimilar ones in an unsupervised manner, given the observed interactions between the Ego Vehicle (EV) and OVs. The efficacy of the proposed method is substantiated through experimental studies on a 1/10th scale racecar platform, demonstrating improved prediction accuracy and thereby safely overtaking against OVs. Furthermore, our method is computationally efficient for onboard computing units, affirming its viability in fast-paced racing environments. The video and source code can be found at https://github.com/HMCL-UNIST/OpponentPredictionWithKMDKL.git.

Bayesian optimization (BO) is a sample-efficient framework for analog circuit topology search, where evaluating each candidate topology can require costly simulation. However, representation-based BO methods typically treat circuit embeddings as fixed after encoder training. This creates a mismatch between representation learning and optimization: embeddings learned to encode or reconstruct circuit structure are not necessarily organized according to the figure of merit (FoM) being optimized. This paper introduces Test-Time Analog Representation Adaptation for Bayesian Optimization (TTARO), an online deep-kernel BO framework that adapts circuit representations throughout the search process. Starting from pretrained circuit embeddings, TTARO jointly learns a nonlinear feature transformation and a Gaussian-process surrogate using the FoM labels of the circuits evaluated so far. Following each new evaluation, TTARO updates the representation and surrogate before selecting the next candidate. We compare TTARO with conventional Gaussian Process-based BO over fixed embeddings and with Deep Kernel Learning (DKL), which learns the representation only from the initial evaluated designs and keeps it fixed throughout the remainder of the search. By continually incorporating newly observed FoM labels into representation learning, TTARO aligns the search space with the optimization objective as BO progresses. In our experiments, TTARO reduces regret AUC by 15.2% on average relative to BO and by 20.7% relative to DKL across 40 encoder/kernel/acquisition settings, outperforming prior art in most settings with reductions as large as 46.7%.

Many materials and chemical systems exhibit history-dependent responses, where functional outcomes are governed not only by final-state variables but by the time-dependent sequence of fields, temperatures, or chemical potentials applied during operation. Discovering new processing protocols is therefore a high-dimensional search problem in which the control variable is an entire waveform or sample history, and conventional strategies either remain confined to conservative interpolative families or become prohibitively measurement intensive. Here, a closed-loop workflow is introduced that couples evolutionary search over a compact waveform representation with uncertainty-aware deep kernel learning to generate, rank, and experimentally validate candidate protocols. Applied to ferroelectric thin films, with the scanning-probe tip-bias waveform as the protocol and the nonlinear electromechanical response as the reward, the workflow discovers waveform families that enhance nonlinearity by de-aging the film. Spatially resolved before/after measurements show that the best-performing waveforms selectively activate pre-existing, weakly pinned domain-wall segments, whereas the worst drive long-range irreversible switching. This framework reframes protocol tuning as out-of-distribution discovery, generalizable to synthesis and annealing trajectories, battery formation protocols, and other high-dimensional control problems.

Self-driving laboratories or autonomous experimentation are emerging as transformative platforms for accelerating scientific discovery. Bayesian optimization (BO) is among the most widely used machine learning frameworks for these purposes, but these BO-based frameworks rely on predefined scalar descriptors to guide experimentation. In many situations, the determination of an appropriate scalar descriptor can be challenging, and may fail to capture subtle yet scientifically important phenomena apparent to experts with interdisciplinary insight. To overcome this limitation, here we develop deep-kernel pairwise learning (DKPL), an approach for autonomous microscopy experiments which incorporates human expertise and interdisciplinary scientific knowledge into an active learning loop. Instead of relying on explicit scalar objectives, DKPL enables experts to directly evaluate which experimental output is more promising using interdisciplinary knowledge. DKPL then learns a latent utility function from these expert judgements to guide subsequent autonomous microscopy experiments. We demonstrate DKPL's performance in learning physically meaningful nanoscale structures while effectively prioritizing high-information measurement regions using an experimental model dataset with known ground truth. We further apply DKPL to analyze the character of ferroelectric domain walls, where we find DKPL capable of distinguishing between high and low characteristic domain-wall angles in bismuth ferrite, and able to discover both head-to-head and tail-to-tail domain-wall character in erbium manganite. This development establishes an approach to integrate expert knowledge into autonomous microscopy experiments and demonstrates a pathway toward expert-guided self-driving laboratories capable of addressing scientific problems beyond the limits of scalar-metrics-driven learning.

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability, existing methods typically resort to restrictive assumptions, such as employing low-rank or sum-of-separable kernels, which can limit expressiveness. We propose the Transformed Latent Variable MOGP (T-LVMOGP), a novel framework that scales MOGPs to a massive number of outputs while preserving the capacity to capture meaningful inter-output dependencies. T-LVMOGP constructs a flexible multi-output deep kernel by mapping inputs and output-specific latent variables into an embedding space using a Lipschitz-regularised neural network. Combined with stochastic variational inference, our model effectively scales to high-dimensional output settings. Across diverse benchmarks, including climate modelling with over 10,000 outputs and zero-inflated spatial transcriptomics data, T-LVMOGP outperforms baselines in both predictive accuracy and computational efficiency.

Effectively stratifying patient risk in chronic diseases like glaucoma is a major clinical challenge. Clinicians need tools to identify patients at high risk of progression from sparse and irregularly-sampled electronic health records (EHRs). We propose a novel deep kernel learning (DKL) architecture that leverages a Gaussian Process (GP) backend. The GP's kernel is defined by a transformer-based feature extractor applied to clinical-BERT embeddings to model glaucoma patient trajectories from multimodal EHR data. Our method successfully identifies three clinically distinct patient subgroups. Crucially, the model learns to decouple disease progression from current severity, identifying a high-risk group with a worsening trajectory despite having better average visual acuity than a second, stably poor group. This reveals that the model learns to identify progression risk rather than just the current disease state. This ability to stratify patients based on their risk trajectory progression offers a powerful tool for clinical decision support, enabling targeted interventions for high-risk individuals and improving the management of glaucoma care.

Modern automated microscopy faces a fundamental discovery challenge: in many systems, the most important scientific information does not reside in the immediately visible image features, but in the target space of sequentially acquired spectra or functional responses, making it essential to develop strategies that can actively search for new behaviors rather than simply optimize known objectives. Here, we developed a deep-kernel-learning BEACON framework that is explicitly designed to guide discovery in the target space by learning structure-property relationships during the experiment and using that evolving model to seek diverse response regimes. We first established the method through demonstration workflows built on pre-acquired ground-truth datasets, which enabled direct benchmarking against classical acquisition strategies and allowed us to define a set of monitoring functions for comparing exploration quality, target-space coverage, and surrogate-model behavior in a transparent and reproducible manner. This benchmarking framework provides a practical basis for evaluating discovery-driven algorithms, not just optimization performance. We then operationalized and deployed the workflow on STEM, showing that the approach can transition from offline validation to real experimental implementation. To support adoption and extension by the broader community, the associated notebooks are available, allowing users to reproduce the workflows, test the benchmarks, and adapt the method to their own instruments and datasets.