相关论文: Private Outsourced Bayesian Optimization

In this paper, we consider the problem of stochastic optimization under a bandit feedback model. We generalize the GP-UCB algorithm [Srinivas and al., 2012] to arbitrary kernels and search spaces. To do so, we use a notion of localized…

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…

Bayesian optimization (BO ) is an effective method for optimizing expensive-to-evaluate black-box functions. While high-dimensional problems can be particularly challenging, due to the multitude of parameter choices and the potentially high…

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Optimizing an expensive-to-query function is a common task in science and engineering, where it is beneficial to keep the number of queries to a minimum. A popular strategy is Bayesian optimization (BO), which leverages probabilistic models…

The iterative nature of the expectation maximization (EM) algorithm presents a challenge for privacy-preserving estimation, as each iteration increases the amount of noise needed. We propose a practical private EM algorithm that overcomes…

In the kernelized bandit problem, a learner aims to sequentially compute the optimum of a function lying in a reproducing kernel Hilbert space given only noisy evaluations at sequentially chosen points. In particular, the learner aims to…

The objective of differential privacy (DP) is to protect privacy by producing an output distribution that is indistinguishable between any two neighboring databases. However, traditional differentially private mechanisms tend to produce…

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Bayesian optimization (BO) with Gaussian processes is a powerful methodology to optimize an expensive black-box function with as few function evaluations as possible. The expected improvement (EI) and probability of improvement (PI) are…

We consider the problem of Bayesian learning on sensitive datasets and present two simple but somewhat surprising results that connect Bayesian learning to "differential privacy:, a cryptographic approach to protect individual-level privacy…

Preferential Bayesian Optimization (PBO) aims to find a decision-maker's most preferred solution in as few pairwise comparisons as possible. Existing approaches rely on Gaussian Process (GP) surrogates, which provide strong performance but…

In distributed optimization, multiple parties collaborate to find an optimal solution to a problem. Privacy-preserving distributed optimization uses techniques, such as secure multi-party computation (MPC), to protect the private inputs of…

Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) framework is a particularly promising approach for solving…

Suppose a client, Alice, has outsourced her data to an external storage provider, Bob, because he has capacity for her massive data set, of size n, whereas her private storage is much smaller--say, of size O(n^{1/r}), for some constant r >…

Bayesian optimization (BO) is a successful methodology to optimize black-box functions that are expensive to evaluate. While traditional methods optimize each black-box function in isolation, there has been recent interest in speeding up BO…

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Bayesian optimisation (BO) is widely used to optimise stochastic black box functions. While most BO approaches focus on optimising conditional expectations, many applications require risk-averse strategies and alternative criteria…

Causal Bayesian Optimization (CBO) is a methodology designed to optimize an outcome variable by leveraging known causal relationships through targeted interventions. Traditional CBO methods require a fully and accurately specified causal…