Related papers: Misspecified Gaussian Process Bandit Optimization
We consider optimizing a function network in the noise-free grey-box setting with RKHS function classes, where the exact intermediate results are observable. We assume that the structure of the network is known (but not the underlying…
Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…
This paper discusses a scenario approach to robust optimization of a blackbox function in a bandit setting. We assume that the blackbox function can be modeled as a Gaussian Process (GP) for every realization of the uncertain parameter. We…
We study the kernelized bandit problem, that involves designing an adaptive strategy for querying a noisy zeroth-order-oracle to efficiently learn about the optimizer of an unknown function $f$ with a norm bounded by $M<\infty$ in a…
Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function $f$ from noisy feedback, that can be considered as a continuum-armed bandit problem. Upper bounds on the regret performance of…
We consider black box optimization of an unknown function in the nonparametric Gaussian process setting when the noise in the observed function values can be heavy tailed. This is in contrast to existing literature that typically assumes…
In this paper, we study the problem of Gaussian process (GP) bandits under relaxed optimization criteria stating that any function value above a certain threshold is "good enough". On the theoretical side, we study various {\em lenient…
We consider the sequential Bayesian optimization problem with bandit feedback, adopting a formulation that allows for the reward function to vary with time. We model the reward function using a Gaussian process whose evolution obeys a…
Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…
In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the…
A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…
The Gaussian process bandit is a problem in which we want to find a maximizer of a black-box function with the minimum number of function evaluations. If the black-box function varies with time, then time-varying Bayesian optimization is a…
Gaussian process upper confidence bound (GP-UCB) is a theoretically promising approach for black-box optimization; however, the confidence parameter $\beta$ is considerably large in the theorem and chosen heuristically in practice. Then,…
We aim to optimize a black-box function $f:\mathcal{X} \mapsto \mathbb{R}$ under the assumption that $f$ is H\"older smooth and has bounded norm in the RKHS associated with a given kernel $K$. This problem is known to have an agnostic…
We consider the problem of optimising functions in the reproducing kernel Hilbert space (RKHS) of a Mat\'ern kernel with smoothness parameter $\nu$ over the domain $[0,1]^d$ under noisy bandit feedback. Our contribution, the $\pi$-GP-UCB…
Sequential optimization of black-box functions from noisy evaluations has been widely studied, with Gaussian Process bandit algorithms such as GP-UCB guaranteeing no-regret in stationary settings. However, for time-varying objectives, it is…
We consider a kernelized bandit problem with a compact arm set ${X} \subset \mathbb{R}^d $ and a fixed but unknown reward function $f^*$ with a finite norm in some Reproducing Kernel Hilbert Space (RKHS). We propose a class of…
Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless…
The widespread proliferation of data-driven decision-making has ushered in a recent interest in the design of privacy-preserving algorithms. In this paper, we consider the ubiquitous problem of gaussian process (GP) bandit optimization from…
Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…