Related papers: Robust Satisficing Gaussian Process Bandits Under …
Due to the importance of robustness in many real-world optimization problems, the field of robust optimization has gained a lot of attention over the past decade. We concentrate on maximum flow problems and introduce a novel robust…
We motivate and analyse a new Tree Search algorithm, GPTS, based on recent theoretical advances in the use of Gaussian Processes for Bandit problems. We consider tree paths as arms and we assume the target/reward function is drawn from a GP…
We study black-box vector optimization with Gaussian process bandits, where there is an incomplete order relation on objective vectors described by a polyhedral convex cone. Existing black-box vector optimization approaches either suffer…
The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full…
We propose the first adversarially robust algorithm for monotone submodular maximization under single and multiple knapsack constraints with scalable implementations in distributed and streaming settings. For a single knapsack constraint,…
Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…
We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…
In this paper, we consider the problem of sequentially optimizing a black-box function $f$ based on noisy samples and bandit feedback. We assume that $f$ is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert…
We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…
Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…
Recent advances in 3D Gaussian Splatting (3DGS) have focused on accelerating optimization while preserving reconstruction quality. However, many proposed methods entangle implementation-level improvements with fundamental algorithmic…
The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
Probabilistic time series forecasting has played critical role in decision-making processes due to its capability to quantify uncertainties. Deep forecasting models, however, could be prone to input perturbations, and the notion of such…
This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…
In this work we study the robustness to adversarial attacks, of early-stopping strategies on gradient-descent (GD) methods for linear regression. More precisely, we show that early-stopped GD is optimally robust (up to an absolute constant)…
Sequential optimization of black-box functions from noisy evaluations has been widely studied, with Gaussian Process bandit algorithms such as GP-UCB guaranteeing no-regret in stationary settings. However, for time-varying objectives, it is…
Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…