相关论文: Minimum Regret Search for Single- and Multi-Task O…

Bayesian optimization is a powerful tool for optimizing an expensive-to-evaluate black-box function. In particular, the effectiveness of expected improvement (EI) has been demonstrated in a wide range of applications. However, theoretical…

This paper investigates search in model-based reinforcement learning (RL). Conventional wisdom holds that long-term predictions and compounding errors are the primary obstacles for model-based RL. We challenge this view, showing that search…

We develop a general theory to optimize the frequentist regret for sequential learning problems, where efficient bandit and reinforcement learning algorithms can be derived from unified Bayesian principles. We propose a novel optimization…

We propose MUMBO, the first high-performing yet computationally efficient acquisition function for multi-task Bayesian optimization. Here, the challenge is to perform efficient optimization by evaluating low-cost functions somehow related…

We consider the random design regression model with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces to ERM in the extreme case, and we establish sharp oracle…

Meta-Bayesian optimisation (meta-BO) aims to improve the sample efficiency of Bayesian optimisation by leveraging data from related tasks. While previous methods successfully meta-learn either a surrogate model or an acquisition function…

We study a stochastic bandit algorithm motivated by retry-aware objectives that value the best outcome among multiple attempts, such as pass@$k$ and max@$k$. Given a posterior over arm values, ReMax chooses a sampling distribution that…

It is increasingly common to solve combinatorial optimisation problems that are partially-specified. We survey the case where the objective function or the relations between variables are not known or are only partially specified. The…

We study the multi-agent Bayesian optimization (BO) problem, where multiple agents maximize a black-box function via iterative queries. We focus on Entropy Search (ES), a sample-efficient BO algorithm that selects queries to maximize the…

Bayesian optimization (BO) methods based on information theory have obtained state-of-the-art results in several tasks. These techniques heavily rely on the Kullback-Leibler (KL) divergence to compute the acquisition function. In this work,…

Minimum Bayes risk (MBR) decoding is a decision rule of text generation tasks that outperforms conventional maximum a posterior (MAP) decoding using beam search by selecting high-quality outputs based on a utility function rather than those…

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

In this work, we consider the problem of regret minimization in adaptive minimum variance and linear quadratic control problems. Regret minimization has been extensively studied in the literature for both types of adaptive control problems.…

Conversational recommendation system (CRS) is emerging as a user-friendly way to capture users' dynamic preferences over candidate items and attributes. Multi-shot CRS is designed to make recommendations multiple times until the user either…

We study the multi-reference alignment (MRA) problem of recovering a signal from noisy observations acted on by unknown random circular shifts. While the information-theoretic limits of MRA are well characterized in many settings, the…

Motivated by single-particle cryo-electron microscopy, multi-reference alignment (MRA) models the task of recovering an unknown signal from multiple noisy observations corrupted by random rotations. The standard approach,…

We consider the problem of empirical Bayes estimation for (multivariate) Poisson means. Existing solutions that have been shown theoretically optimal for minimizing the regret (excess risk over the Bayesian oracle that knows the prior) have…

We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching$^+$ (RM$^+$). Despite their widespread use for solving real games, virtually nothing is known about their last-iterate…

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

We present MESMOC+, an improved version of Max-value Entropy search for Multi-Objective Bayesian optimization with Constraints (MESMOC). MESMOC+ can be used to solve constrained multi-objective problems when the objectives and the…