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The field of Contextual Optimization (CO) integrates machine learning and optimization to solve decision making problems under uncertainty. Recently, a risk sensitive variant of CO, known as Conditional Robust Optimization (CRO), combines…
Neural Combinatorial Optimization (NCO) has emerged as a promising approach for NP-hard problems. However, prevailing RL-based methods suffer from low sample efficiency due to sparse rewards and underused solutions. We propose Best-anchored…
Bayesian optimization (BO) with preference-based feedback has recently garnered significant attention due to its emerging applications. We refer to this problem as Bayesian Optimization from Human Feedback (BOHF), which differs from…
Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…
Neural networks are not learning optimal decision boundaries. We show that decision boundaries are situated in areas of low training data density. They are impacted by few training samples which can easily lead to overfitting. We provide a…
With the rise of smartphones and the internet-of-things, data is increasingly getting generated at the edge on local, personal devices. For privacy, latency and energy saving reasons, this shift is causing machine learning algorithms to…
Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…
We study Constrained Online Convex Optimization with Memory (COCO-M), where both the loss and the constraints depend on a finite window of past decisions made by the learner. This setting extends the previously studied unconstrained online…
In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…
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…
Bayesian Optimization (BO) is a common approach for hyperparameter optimization (HPO) in automated machine learning. Although it is well-accepted that HPO is crucial to obtain well-performing machine learning models, tuning BO's own…
Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation…
We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…
This paper introduces the BOW Planner, a scalable motion planning algorithm designed to navigate robots through complex environments using constrained Bayesian optimization (CBO). Unlike traditional methods, which often struggle with…
We apply the PAC-Bayes theory to the setting of learning-to-optimize. To the best of our knowledge, we present the first framework to learn optimization algorithms with provable generalization guarantees (PAC-bounds) and explicit trade-off…
Bayesian optimization (BO) recently became popular in robotics to optimize control parameters and parametric policies in direct reinforcement learning due to its data efficiency and gradient-free approach. However, its performance may be…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…
Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of expensive black box functions, which use introspective Bayesian models of the function to efficiently search for the optimum. While BO has been applied…