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Related papers: Graph Agnostic Causal Bayesian Optimisation

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Bayesian optimization (BO) is a widely used framework for optimizing expensive black-box functions, commonly based on Gaussian process (GP) surrogate models. Its effectiveness relies on uncertainty quantification that is both sharp…

Machine Learning · Computer Science 2026-05-12 Marshal Arijona Sinaga , Julien Martinelli , Teemu Turpeinen , Samuel Kaski

Bayesian optimization has emerged as a prominent methodology for optimizing expensive black-box functions by leveraging Gaussian process surrogates, which focus on capturing the global characteristics of the objective function. However, in…

Machine Learning · Computer Science 2026-03-03 Qiyu Wei , Haowei Wang , Richard Allmendinger , Mauricio A. Álvarez

Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…

Machine Learning · Computer Science 2023-10-16 Fengxue Zhang , Zejie Zhu , Yuxin Chen

Graph Neural Networks (GNNs) can predict the performance of an industrial design quickly and accurately and be used to optimize its shape effectively. However, to fully explore the shape space, one must often consider shapes deviating…

Machine Learning · Computer Science 2023-10-03 Nikita Durasov , Artem Lukoyanov , Jonathan Donier , Pascal Fua

This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model to minimize cumulative regret with respect to the best intervention in hindsight. This is, naturally, posed as a causal bandit…

Machine Learning · Statistics 2023-04-04 Burak Varici , Karthikeyan Shanmugam , Prasanna Sattigeri , Ali Tajer

Uncovering the underlying causal mechanisms of complex real-world systems remains a significant challenge, as these systems often entail high data collection costs and involve unknown interventions. We introduce MetaCaDI, the first…

Machine Learning · Statistics 2025-10-28 Hans Jarett Ong , Yoichi Chikahara , Tomoharu Iwata

Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…

Machine Learning · Statistics 2019-04-03 Felix Berkenkamp , Angela P. Schoellig , Andreas Krause

We study the causal bandit problem that entails identifying a near-optimal intervention from a specified set $A$ of (possibly non-atomic) interventions over a given causal graph. Here, an optimal intervention in ${A}$ is one that maximizes…

Machine Learning · Computer Science 2023-05-09 Ayush Sawarni , Rahul Madhavan , Gaurav Sinha , Siddharth Barman

This paper focuses on Bayesian Optimization (BO) for objectives on combinatorial search spaces, including ordinal and categorical variables. Despite the abundance of potential applications of Combinatorial BO, including chipset…

Machine Learning · Statistics 2019-10-29 Changyong Oh , Jakub M. Tomczak , Efstratios Gavves , Max Welling

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…

Artificial Intelligence · Computer Science 2021-11-17 Julian Rodemann , Thomas Augustin

The present study aimed to solve the cure optimization problem of laminated composites through a statistical approach. The approach consisted of using constrained Bayesian Optimization (cBO) along with a Gaussian process model as a…

Applications · Statistics 2025-06-02 Madhura Limaye , Yezhuo Li , Qiong Zhang , Gang Li

We consider the problem of learning causal Directed Acyclic Graphs (DAGs) using combinations of observational and interventional experimental data. Current methods tailored to this setting assume that interventions either destroy…

Methodology · Statistics 2023-12-04 Alessandro Mascaro , Federico Castelletti

In combinatorial causal bandits (CCB), the learning agent chooses at most $K$ variables in each round to intervene, collects feedback from the observed variables, with the goal of minimizing expected regret on the target variable $Y$. We…

Machine Learning · Computer Science 2022-12-21 Shi Feng , Wei Chen

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational…

Machine Learning · Statistics 2022-07-26 Diviyan Kalainathan , Olivier Goudet , Isabelle Guyon , David Lopez-Paz , Michèle Sebag

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

Causal knowledge can be used to support decision-making problems. This has been recognized in the causal bandits literature, where a causal (multi-armed) bandit is characterized by a causal graphical model and a target variable. The arms…

Machine Learning · Computer Science 2025-10-14 Francisco N. F. Q. Simoes , Itai Feigenbaum , Mehdi Dastani , Thijs van Ommen

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…

Optimization and Control · Mathematics 2021-10-14 Hyeong-Ohk Bae , Seung-Yeal Ha , Myeongju Kang , Hyuncheul Lim , Chanho Min , Jane Yoo

Contextual Bayesian Optimization (CBO) efficiently optimizes black-box functions with respect to design variables, while simultaneously integrating contextual information regarding the environment, such as experimental conditions. However,…

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

Bayesian optimization (BO) is a widely used iterative algorithm for optimizing black-box functions. Each iteration requires maximizing an acquisition function, such as the upper confidence bound (UCB) or a sample path from the Gaussian…

Machine Learning · Statistics 2025-06-16 Hwanwoo Kim , Chong Liu , Yuxin Chen