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The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…
We propose minimum regret search (MRS), a novel acquisition function for Bayesian optimization. MRS bears similarities with information-theoretic approaches such as entropy search (ES). However, while ES aims in each query at maximizing the…
Subset selection is a fundamental problem in combinatorial optimization, which has a wide range of applications such as influence maximization and sparse regression. The goal is to select a subset of limited size from a ground set in order…
Existing black-box portfolio management systems are prevalent in the financial industry due to commercial and safety constraints, though their performance can fluctuate dramatically with changing market regimes. Evaluating these…
TAPS is a Topology-Aware intra-operator Parallelism strategy Searching algorithm that generates intra-operator parallelism strategies by considering both intra-node and inter-node bandwidth. Most of the existing auto-parallelism works use…
The effectiveness of active learning largely depends on the sampling efficiency of the acquisition function. Expected Loss Reduction (ELR) focuses on a Bayesian estimate of the reduction in classification error, and more general costs fit…
Ensemble techniques have demonstrated remarkable success in improving predictive performance across various domains by aggregating predictions from multiple models [1]. In the realm of recommender systems, this research explores the…
The problem of identifying the best answer among a collection of items having real-valued distribution is well-understood. Despite its practical relevance for many applications, fewer works have studied its extension when multiple and…
In this paper, we propose a general framework to design {efficient} polynomial time approximation schemes (EPTAS) for fundamental stochastic combinatorial optimization problems. Given an error parameter $\epsilon>0$, such algorithmic…
We introduce Selective Greedy Equivalence Search (SGES), a restricted version of Greedy Equivalence Search (GES). SGES retains the asymptotic correctness of GES but, unlike GES, has polynomial performance guarantees. In particular, we show…
Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…
Bayesian optimization (BO) is a popular method to optimize expensive black-box functions. It efficiently tunes machine learning algorithms under the implicit assumption that hyperparameter evaluations cost approximately the same. In…
Preferential Bayesian optimization (PBO) is a framework for optimizing a decision-maker's latent preferences over available design choices. While preferences often involve multiple conflicting objectives, existing work in PBO assumes that…
The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…
We propose a novel exemplar selection approach based on Principal Component Analysis (PCA) and median sampling, and a neural network training regime in the setting of class-incremental learning. This approach avoids the pitfalls due to…
We revisit the classical problem of Bayesian ensembles and address the challenge of learning optimal combinations of Bayesian models in an online, continual learning setting. To this end, we reinterpret existing approaches such as Bayesian…
Bayesian optimization is efficient even with a small amount of data and is used in engineering and in science, including biology and chemistry. In Bayesian optimization, a parameterized model with an uncertainty is fitted to explain the…
We develop a novel hybrid method for Bayesian network structure learning called partitioned hybrid greedy search (pHGS), composed of three distinct yet compatible new algorithms: Partitioned PC (pPC) accelerates skeleton learning via a…
Bayesian Optimization (BO) is a widely-used method for optimizing expensive-to-evaluate black-box functions. Traditional BO assumes that the learner has full control over all query variables without additional constraints. However, in many…
We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the…