13 accepted papers
Bayesian optimization (BO) is a powerful framework to optimize black-box expensive-to-evaluate functions via sequential interactions. In several important problems (e.g. drug discovery, circuit design, neural architecture search, etc.), though, such functions are defined over large $\textit{combinat…
In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are independent of states visited previously. In many important applications, such as coverage control, experiment design and informative path planning, rewards naturally ha…
Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in particular, the search space of the next query may depend on previous…
A key challenge in science and engineering is to design experiments to learn about some unknown quantity of interest. Classical experimental design optimally allocates the experimental budget into measurements to maximize a notion of utility (e.g., reduction in uncertainty about the unknown quantity…
Certifiable, adaptive uncertainty estimates for unknown quantities are an essential ingredient of sequential decision-making algorithms. Standard approaches rely on problem-dependent concentration results and are limited to a specific combination of parameterization, noise family, and estimator. In…
In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are performed in a single round. The main difficulty in this setting is…
Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate optimal design of experiments for {\em estimation of linear functionals in reproducing kernel Hilbert spaces (RKHSs)}. This problem ha…
We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the intensity function. We model the intensity function as a sample fr…
Inhomogeneous Poisson point processes are widely used models of event occurrences. We address \emph{adaptive sensing of Poisson Point processes}, namely, maximizing the number of captured events subject to sensing costs. We encode prior assumptions on the rate function by modeling it as a member of…
We analyze the convergence rate of the randomized Newton-like method introduced by Qu et. al. (2016) for smooth and convex objectives, which uses random coordinate blocks of a Hessian-over-approximation matrix M instead of the true Hessian. The convergence analysis of the…
Coresets are small data summaries that are sufficient for model training. They can be maintained online, enabling efficient handling of large data streams under resource constraints. However, existing constructions are limited to simple models such as k-means and logistic regression. In this work, w…
Bayesian optimization is known to be difficult to scale to high dimensions, because the acquisition step requires solving a non-convex optimization problem in the same search space. In order to scale the method and keep its benefits, we propose an algorithm (LineBO) that restricts the problem to a s…
We develop an efficient and provably no-regret Bayesian optimization (BO) algorithm for optimization of black-box functions in high dimensions. We assume a generalized additive model with possibly overlapping variable groups. When the groups do not overlap, we are able to provide the first provably…