Related papers: Personalized Optimization with User's Feedback
Optimization algorithms have a rich and fundamental relationship with ordinary differential equations given by its continuous-time limit. When the cost function varies with time -- typically in response to a dynamically changing environment…
In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…
Gaussian Process (GP) models are widely used for Robotic Information Gathering (RIG) in exploring unknown environments due to their ability to model complex phenomena with non-parametric flexibility and accurately quantify prediction…
Learning human preferences is essential for human-robot interaction, as it enables robots to adapt their behaviors to align with human expectations and goals. However, the inherent uncertainties in both human behavior and robotic systems…
There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…
We study an online revenue maximization problem where the consumers arrive i.i.d from some unknown distribution and purchase a bundle of products from the sellers. The classical approach generally assumes complete knowledge of the consumer…
In this paper, we study extensions to the Gaussian Processes (GPs) continuous occupancy mapping problem. There are two classes of occupancy mapping problems that we particularly investigate. The first problem is related to mapping under…
Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…
We study a time-varying Bayesian optimization problem with bandit feedback, where the reward function belongs to a Reproducing Kernel Hilbert Space (RKHS). We approach the problem via an upper-confidence bound Gaussian Process algorithm,…
Recommendation systems often use online collaborative filtering (CF) algorithms to identify items a given user likes over time, based on ratings that this user and a large number of other users have provided in the past. This problem has…
Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…
Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is…
Topology optimization under uncertainty (TOuU) often defines objectives and constraints by statistical moments of geometric and physical quantities of interest. Most traditional TOuU methods use gradient-based optimization algorithms and…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…
To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…
This paper considers the problem of offline optimization, where the objective function is unknown except for a collection of ``offline" data examples. While recent years have seen a flurry of work on applying various machine learning…
Identifying internal parameters for planning is crucial to maximizing the performance of a planner. However, automatically tuning internal parameters which are conditioned on the problem instance is especially challenging. A recent line of…
This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…
The use of rehabilitation robotics in clinical applications gains increasing importance, due to therapeutic benefits and the ability to alleviate labor-intensive works. However, their practical utility is dependent on the deployment of…
In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…