Related papers: Robust Satisficing Gaussian Process Bandits Under …

In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f…

We consider a stochastic linear bandit problem in which the rewards are not only subject to random noise, but also adversarial attacks subject to a suitable budget $C$ (i.e., an upper bound on the sum of corruption magnitudes across the…

In this work, we propose a robust framework that employs adversarially robust training to safeguard the ML models against perturbed testing data. Our contributions can be seen from both computational and statistical perspectives. Firstly,…

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

The contextual bandit framework is widely used to solve sequential optimization problems where the reward of each decision depends on auxiliary context variables. In settings such as medicine, business, and engineering, the decision maker…

We investigate the optimality of perturbation based algorithms in the stochastic and adversarial multi-armed bandit problems. For the stochastic case, we provide a unified regret analysis for both sub-Weibull and bounded perturbations when…

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile…

We study a widely used Bayesian optimization method, Gaussian process Thompson sampling (GP-TS), under the assumption that the objective function is a sample path from a GP. Compared with the GP upper confidence bound (GP-UCB) with…

This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated…

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…

Adversarial training, which is to enhance robustness against adversarial attacks, has received much attention because it is easy to generate human-imperceptible perturbations of data to deceive a given deep neural network. In this paper, we…

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…

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Many of the successes of machine learning are based on minimizing an averaged loss function. However, it is well-known that this paradigm suffers from robustness issues that hinder its applicability in safety-critical domains. These issues…

We study bandit learning in matching markets with two-sided reward uncertainty, extending prior research primarily focused on single-sided uncertainty. Leveraging the concept of `super-stability' from Irving (1994), we demonstrate the…

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

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 present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…