Related papers: Rectified Max-Value Entropy Search for Bayesian Op…
The Maximum Entropy Method (MEM) is a popular data analysis technique based on Bayesian inference, which has found various applications in the research literature. While the MEM itself is well-grounded in statistics, I argue that its…
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…
We study acquisition functions for active learning (AL) for text classification. The Expected Loss Reduction (ELR) method focuses on a Bayesian estimate of the reduction in classification error, recently updated with Mean Objective Cost of…
Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search…
Automatic Mean Opinion Score (MOS) prediction is crucial to evaluate the perceptual quality of the synthetic speech. While recent approaches using pre-trained self-supervised learning (SSL) models have shown promising results, they only…
A well-balanced exploration-exploitation trade-off is crucial for successful acquisition functions in Bayesian optimization. However, there is a lack of quantitative measures for exploration, making it difficult to analyze and compare…
We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…
This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or…
Sampling from constrained distributions has a wide range of applications, including in Bayesian optimization and robotics. Prior work establishes convergence and feasibility guarantees for constrained sampling, but assumes that the feasible…
Bayesian optimization (BO) methods based on information theory have obtained state-of-the-art results in several tasks. These techniques heavily rely on the Kullback-Leibler (KL) divergence to compute the acquisition function. In this work,…
The effectiveness of active learning largely depends on the sampling efficiency of the acquisition function. Expected Loss Reduction (ELR) focuses on a Bayesian estimate of the reduction in classification error, and more general costs fit…
We report on an improvement to the implementation of the Maximum Entropy Method (MEM). It amounts to departing from the search space obtained through a singular value decomposition (SVD) of the Kernel. Based on the shape of the SVD basis…
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain…
We present Parallel Feasible Pareto Frontier Entropy Search ($\{\text{PF}\}^2$ES) -- a novel information-theoretic acquisition function for multi-objective Bayesian optimization supporting unknown constraints and batch query. Due to the…
A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max…
Two hitherto disconnected threads of research, diverse exploration (DE) and maximum entropy RL have addressed a wide range of problems facing reinforcement learning algorithms via ostensibly distinct mechanisms. In this work, we identify a…
Exploration is essential for solving complex Reinforcement Learning (RL) tasks. Maximum State-Visitation Entropy (MSVE) formulates the exploration problem as a well-defined policy optimization problem whose solution aims at visiting all…
This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such…
Bayesian optimization is a sample-efficient approach to global optimization that relies on theoretically motivated value heuristics (acquisition functions) to guide its search process. Fully maximizing acquisition functions produces the…