Validation and verification in machine learning is an open problem which becomes increasingly important as its applications becomes more critical. Amongst the applications are autonomous vehicles and medical diagnostics. These systems all needs to be validated before being put into use or else the consequences might be fatal.

This master’s thesis focuses on improving both learning and validating machine learning models in cases where data can either be generated or collected based on a chosen position. This can for example be taking and labeling photos at the position or running some simulation which generates data from the chosen positions.

The approach is twofold. The first part concerns modeling the relationship between any fixed-size set of positions and some real valued performance measure. The second part involves calculating such a performance measure by estimating the performance over a region of positions.

The result is two different algorithms, both variations of Bayesian optimization. The first algorithm models the relationship between a set of points and some performance measure while also optimizing the function and thus finding the set of points which yields the highest performance. The second algorithm uses Bayesian optimization to approximate the integral of performance over the region of interest. The resulting algorithms are validated in two different simulated environments.

The resulting algorithms are applicable not only to machine learning but can also be used to optimize any function which takes a set of positions and returns a value, but are more suitable when the function is expensive to evaluate.