← Search

Ben Letham

3 accepted papers

2020

BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization

NeurIPS 2020poster

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework for Bayesian optimization that combines Monte-Carlo (MC) ac…

2020

High-Dimensional Contextual Policy Search with Unknown Context Rewards using Bayesian Optimization

NeurIPS 2020spotlight

Contextual policies are used in many settings to customize system parameters and actions to the specifics of a particular setting. In some real-world settings, such as randomized controlled trials or A/B tests, it may not be possible to measure policy outcomes at the level of context—we observe only…

2020

Re-Examining Linear Embeddings for High-Dimensional Bayesian Optimization

NeurIPS 2020poster

Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered in existing literature is to embed the high-dimensional spac…