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A nonmyopic approach to cost|constrained Bayesian optimization


WASHINGTON UNIVERSITY IN ST. LOUIS McKelvey School of ...

different from our more-principled approach using Bayesian decision theory. ... Why non-myopic Bayesian optimization is promising and how far should we look ...

Bayesian Optimization Over Iterative Learners with Structured ...

Eric Hans Lee, David Eriksson, Valerio Perrone, and Matthias Seeger. A nonmyopic approach to cost-constrained Bayesian optimization. In UAI, pages 568-577. PMLR ...

Bayesian Optimization in the Wild: Risk-Averse Decisions ... - YouTube

A Google TechTalk, presented by Anastasia Makarova, 2022/08/23 Google BayesOpt Speaker Series - ABSTRACT: Black-box optimization tasks ...

Efficient nonmyopic Bayesian optimization via one-shot multi-step ...

Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic approaches, such as expected ...

Cost Matters: The Case for Cost-Aware Hyperparameter Optimization

We are excited to present our research on a nonmyopic approach to cost-constrained Bayesian optimization, which was recently published by the Conference on ...

A Bayesian approach to constrained single- and multi-objective ...

A Bayesian approach to constrained single- and multi-objective optimization ... Both the objective and constraint functions are assumed to be smooth, non-linear ...

‪David Eriksson‬ - ‪Google Scholar‬

A nonmyopic approach to cost-constrained Bayesian optimization. EH Lee, D Eriksson, V Perrone, M Seeger. Uncertainty in Artificial Intelligence, 568-577, 2021.

‪David Eriksson‬ - ‪Google Scholar‬

A nonmyopic approach to cost-constrained Bayesian optimization. EH Lee, D Eriksson, V Perrone, M Seeger. Uncertainty in Artificial Intelligence, 568-577, 2021.

Efficient Rollout Strategies for Bayesian Optimization

The strength of this approach is demonstrated in Figure 1, in which we com- pare EI and KG to a non-myopic acquisition function on a carefully chosen objective.

Valerio Perrone - Research - Google Sites

A Nonmyopic Approach to Cost-Constrained Bayesian Optimization. UAI. 2021. [pdf]. V. Perrone, M. Donini, B. Zafar, R. Schmucker, K. Kenthapadi, C. Archambeau ...

Valerio Perrone | Papers With Code

A Nonmyopic Approach to Cost-Constrained Bayesian Optimization ... Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box ...

Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step ...

Scalable constrained bayesian optimization · David Eriksson, Matthias Poloczek ... A simpler approach to accelerated optimization: iterative averaging meets ...

STAT520P: Bayesian Optimization - Geoff Pleiss

Special Topics Papers ; A Nonmyopic Approach to Cost-Constrained Bayesian Optimization, cost aware BO, non-myopic decision making, Eric Hans Lee, David Eriksson, ...

Cost-informed Bayesian reaction optimization - RSC Publishing

Seeger, A nonmyopic approach to cost-constrained Bayesian optimization, Proceedings of the Thirty-Seventh Conference on Uncertainty in ...

Cost-aware Bayesian Optimization - AutoML.org

More principled approaches, such as the non-myopic methods of Lam et al. ... Bayesian optimization with a finite budget: An approximate dynamic programming ...

sangttruong/nonmyopia: Scalable Non-myopic Bayesian ... - GitHub

Scalable Non-myopic Bayesian Optimization in Dynamic Cost Settings - sangttruong/nonmyopia. ... approaches across a range of global optimization tasks ...

Bayesian optimization with switching cost: Regret analysis and ...

A nonmyopic approach to cost-constrained bayesian optimization. 37th Confer- ence on Uncertainty in Artificial Intelligence, 2021. [Marchant and Ramos, 2012] ...

qEUBO: A Decision-Theoretic Acquisition Function for ... - arxiv-sanity

For constrained optimization, the few existing non-myopic BO methods require heavy computation. ... While the standard Bayesian optimization approach ...

David Eriksson

... Bayesian Optimization with Sparse Axis-Aligned Subspaces, (2) A Nonmyopic Approach to Cost-Constrained Bayesian Optimization. April, 2021: The paper that ...

Bayesian Optimization - Marc Deisenroth

Non-convex and stochastic optimization methods have meta-parameters that are ... A Tutorial on Bayesian Optimization of Expensive Cost Functions, with.