Related papers: Time-varying Gaussian Process Bandit Optimization …
Perception systems operate as a subcomponent of the general autonomy stack, and perception system designers often need to optimize performance characteristics while maintaining safety with respect to the overall closed-loop system. For this…
This paper studies a bandit optimization problem where the goal is to maximize a function $f(x)$ over $T$ periods for some unknown strongly concave function $f$. We consider a new pairwise comparison oracle, where the decision-maker chooses…
Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…
In this paper, we study a new decision-making problem called the bandit max-min fair allocation (BMMFA) problem. The goal of this problem is to maximize the minimum utility among agents with additive valuations by repeatedly assigning…
In this work, we investigate black-box optimization from the perspective of frequentist kernel methods. We propose a novel batch optimization algorithm, which jointly maximizes the acquisition function and select points from a whole batch…
We introduce the factored bandits model, which is a framework for learning with limited (bandit) feedback, where actions can be decomposed into a Cartesian product of atomic actions. Factored bandits incorporate rank-1 bandits as a special…
Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…
Bayesian optimization with Gaussian processes has become an increasingly popular tool in the machine learning community. It is efficient and can be used when very little is known about the objective function, making it popular in expensive…
Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…
Assuming distributions are Gaussian often facilitates computations that are otherwise intractable. We study the performance of an agent that attains a bounded information ratio with respect to a bandit environment with a Gaussian prior…
Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying…
Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…
Many real-world optimisation problems are defined over both categorical and continuous variables, yet efficient optimisation methods such asBayesian Optimisation (BO) are not designed tohandle such mixed-variable search spaces. Recent…
Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…
Most bandit algorithms assume that the reward variances or their upper bounds are known, and that they are the same for all arms. This naturally leads to suboptimal performance and higher regret due to variance overestimation. On the other…
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…
This paper introduces a framework for Bayesian Optimization (BO) with metric movement costs, addressing a critical challenge in practical applications where input alterations incur varying costs. Our approach is a convenient plug-in that…
Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…
Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…
We consider the stochastic bandit problem with a continuous set of arms, with the expected reward function over the arms assumed to be fixed but unknown. We provide two new Gaussian process-based algorithms for continuous bandit…