Related papers: Efficient Contextual Preferential Bayesian Optimiz…

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

We study a generalization of classical active learning to real-world settings with concrete prediction targets where sampling is restricted to an accessible region of the domain, while prediction targets may lie outside this region. We…

We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…

Bayesian optimization (BO) with Gaussian processes (GP) as surrogate models is widely used to optimize analytically unknown and expensive-to-evaluate functions. In this paper, we propose Prior-mean-RObust Bayesian Optimization (PROBO) that…

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…

Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…

Bayesian optimisation presents a sample-efficient methodology for global optimisation. Within this framework, a crucial performance-determining subroutine is the maximisation of the acquisition function, a task complicated by the fact that…

Bayesian optimization is popular for optimizing time-consuming black-box objectives. Nonetheless, for hyperparameter tuning in deep neural networks, the time required to evaluate the validation error for even a few hyperparameter settings…

Robot skills systems are meant to reduce robot setup time for new manufacturing tasks. Yet, for dexterous, contact-rich tasks, it is often difficult to find the right skill parameters. One strategy is to learn these parameters by allowing…

A salient approach to interpretable machine learning is to restrict modeling to simple models. In the Bayesian framework, this can be pursued by restricting the model structure and prior to favor interpretable models. Fundamentally,…

A recent development in Bayesian optimization is the use of local optimization strategies, which can deliver strong empirical performance on high-dimensional problems compared to traditional global strategies. The "folk wisdom" in the…