Related papers: Nonparametric Bayesian Optimization for General Re…

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

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…

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

We study the problem of preferential Bayesian optimization (BO), where we aim to optimize a black-box function with only preference feedback over a pair of candidate solutions. Inspired by the likelihood ratio idea, we construct a…

Efficient global optimization (EGO) is one of the most widely used noise-free Bayesian optimization algorithms.It comprises the Gaussian process (GP) surrogate model and expected improvement (EI) acquisition function. In practice, when EGO…

We consider Bayesian optimization using Gaussian Process models, also referred to as kernel-based bandit optimization. We study the methodology of exploring the domain using random samples drawn from a distribution. We show that this random…

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…

Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by…

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven empirical success in applications, the cumulative regret upper bound of EI remains an open question. In this…

Bayesian optimization (BO) is a popular paradigm for global optimization of expensive black-box functions, but there are many domains where the function is not completely a black-box. The data may have some known structure (e.g. symmetries)…

We study a time-varying Bayesian optimization problem with bandit feedback, where the reward function belongs to a Reproducing Kernel Hilbert Space (RKHS). We approach the problem via an upper-confidence bound Gaussian Process algorithm,…

We consider black box optimization of an unknown function in the nonparametric Gaussian process setting when the noise in the observed function values can be heavy tailed. This is in contrast to existing literature that typically assumes…

Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multi-armed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low RKHS…

Bayesian Optimization (BO) is a sample-efficient optimization algorithm widely employed across various applications. In some challenging BO tasks, input uncertainty arises due to the inevitable randomness in the optimization process, such…

Kernelized bandits, also known as Bayesian optimization (BO), has been a prevalent method for optimizing complicated black-box reward functions. Various BO algorithms have been theoretically shown to enjoy upper bounds on their cumulative…

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent…

This paper analyses the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al., 2010). For GPs with Gaussian…

This paper addresses the Bayesian optimization problem (also referred to as the Bayesian setting of the Gaussian process bandit), where the learner seeks to minimize the regret under a function drawn from a known Gaussian process (GP).…