Related papers: Learning to select computations
Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of…
The optimization of atomic structures plays a pivotal role in understanding and designing materials with desired properties. However, conventional computational methods often struggle with the formidable task of navigating the vast…
In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of…
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…
Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…
In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to…
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…
Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…
When applying machine learning to problems in NLP, there are many choices to make about how to represent input texts. These choices can have a big effect on performance, but they are often uninteresting to researchers or practitioners who…
In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual…
Ensembles are popular methods for solving practical supervised learning problems. They reduce the risk of having underperforming models in production-grade software. Although critical, methods for learning heterogeneous regression ensembles…
Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
Deep learning has achieved impressive results on many problems. However, it requires high degree of expertise or a lot of experience to tune well the hyperparameters, and such manual tuning process is likely to be biased. Moreover, it is…
Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…
The notion of expense in Bayesian optimisation generally refers to the uniformly expensive cost of function evaluations over the whole search space. However, in some scenarios, the cost of evaluation for black-box objective functions is…
We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the canonical example is training a neural network with a large…