Related papers: Bayesian Ensembling: Insights from Online Optimiza…
We study zeroth-order optimisation under context distributional uncertainty, a setting commonly tackled using Bayesian optimisation (BO). A prevailing strategy to make BO more robust to the complex and noisy nature of data is to employ an…
This paper shows how the Bayesian network paradigm can be used in order to solve combinatorial optimization problems. To do it some methods of structure learning from data and simulation of Bayesian networks are inserted inside Estimation…
Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…
We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…
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…
The state-of-the-art online learning models generally conduct a single online gradient descent when a new sample arrives and thus suffer from suboptimal model weights. To this end, we introduce an online broad learning system framework with…
Evolutionary algorithms (EAs) have been well acknowledged as a promising paradigm for solving optimisation problems with multiple conflicting objectives in the sense that they are able to locate a set of diverse approximations of Pareto…
Deciding what to sense is a crucial task, made harder by dependencies and by a nonadditive utility function. We develop approximation algorithms for selecting an optimal set of measurements, under a dependency structure modeled by a…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…
We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…
Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…
We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…
Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…
This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…
Many real-world problems can be phrased as a multi-objective optimization problem, where the goal is to identify the best set of compromises between the competing objectives. Multi-objective Bayesian optimization (BO) is a sample efficient…
Bayesian networks are a powerful framework for studying the dependency structure of variables in a complex system. The problem of learning Bayesian networks is tightly associated with the given data type. Ordinal data, such as stages of…
Online experiments in internet systems, also known as A/B tests, are used for a wide range of system tuning problems, such as optimizing recommender system ranking policies and learning adaptive streaming controllers. Decision-makers…
Bayesian optimization (BO) is a powerful technology for optimizing noisy expensive-to-evaluate black-box functions, with a broad range of real-world applications in science, engineering, economics, manufacturing, and beyond. In this paper,…
Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…