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Most research in Bayesian optimization (BO) has focused on \emph{direct feedback} scenarios, where one has access to exact values of some expensive-to-evaluate objective. This direction has been mainly driven by the use of BO in machine…

Machine Learning · Computer Science 2021-09-02 Eero Siivola , Akash Kumar Dhaka , Michael Riis Andersen , Javier Gonzalez , Pablo Garcia Moreno , Aki Vehtari

Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

Machine Learning · Statistics 2020-04-14 Xihaier Luo , Ahsan Kareem

Combinatorial auctions where agents can bid on bundles of items are desirable because they allow the agents to express complementarity and substitutability between the items. However, expressing one's preferences can require bidding on all…

Computer Science and Game Theory · Computer Science 2007-05-23 Benoit Hudson , Tuomas Sandholm

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

We consider methods for aggregating preferences that are based on the resolution of discrete optimization problems. The preferences are represented by arbitrary binary relations (possibly weighted) or incomplete paired comparison matrices.…

Optimization and Control · Mathematics 2007-05-23 Pavel Chebotarev , Elena Shamis

Automated negotiation in complex, multi-party and multi-issue settings critically depends on accurate opponent modeling. However, conventional numerical-only approaches fail to capture the qualitative information embedded in natural…

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the…

Machine Learning · Statistics 2017-04-13 Javier Gonzalez , Zhenwen Dai , Andreas Damianou , Neil D. Lawrence

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…

Iterative preference optimization has recently become one of the de-facto training paradigms for large language models (LLMs), but the performance is still underwhelming due to too much noisy preference data yielded in the loop. To combat…

Computation and Language · Computer Science 2024-09-18 Jianing Wang , Yang Zhou , Xiaocheng Zhang , Mengjiao Bao , Peng Yan

We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects…

Machine Learning · Statistics 2017-02-27 Stephen N. Pallone , Peter I. Frazier , Shane G. Henderson

In this work we introduce a new framework for multi-objective Bayesian optimisation where the multi-objective functions can only be accessed via choice judgements, such as ``I pick options A,B,C among this set of five options A,B,C,D,E''.…

Machine Learning · Statistics 2021-10-18 Alessio Benavoli , Dario Azzimonti , Dario Piga

Bayesian optimization is an effective method to efficiently optimize unknown objective functions with high evaluation costs. Traditional Bayesian optimization algorithms select one point per iteration for single objective function, whereas…

Machine Learning · Statistics 2019-05-08 Takashi Wada , Hideitsu Hino

Direct Preference Optimization (DPO) has emerged as a promising approach for aligning large language models with human preferences. While prior work mainly extends DPO from the aspect of the objective function, we instead improve DPO from…

Machine Learning · Computer Science 2026-02-17 Xun Deng , Han Zhong , Rui Ai , Fuli Feng , Zheng Wang , Xiangnan He

We propose a scalable Bayesian preference learning method for jointly predicting the preferences of individuals as well as the consensus of a crowd from pairwise labels. Peoples' opinions often differ greatly, making it difficult to predict…

Machine Learning · Computer Science 2019-12-13 Edwin Simpson , Iryna Gurevych

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

User preference learning is generally a hard problem. Individual preferences are typically unknown even to users themselves, while the space of choices is infinite. Here we study user preference learning from information-theoretic…

Machine Learning · Computer Science 2023-11-27 Tanya Ignatenko , Kirill Kondrashov , Marco Cox , Bert de Vries

This article addresses the problem of derivative-free (single- or multi-objective) optimization subject to multiple inequality constraints. Both the objective and constraint functions are assumed to be smooth, non-linear and expensive to…

Computation · Statistics 2017-07-28 Paul Feliot , Julien Bect , Emmanuel Vazquez

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

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…

Machine Learning · Computer Science 2024-06-24 Raul Astudillo , Kejun Li , Maegan Tucker , Chu Xin Cheng , Aaron D. Ames , Yisong Yue