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Petrus Mikkola

5 accepted papers

2024

Non-geodesically-convex optimization in the Wasserstein space

NeurIPS 2024poster

We study a class of optimization problems in the Wasserstein space (the space of probability measures) where the objective function is nonconvex along generalized geodesics. Specifically, the objective exhibits some difference-of-convex structure along these geodesics. The setting also encompasses s…

2023

Multi-Fidelity Bayesian Optimization with Unreliable Information Sources

AISTATS 2023poster

Bayesian optimization (BO) is a powerful framework for optimizing black-box, expensive-to-evaluate functions. Over the past decade, many algorithms have been proposed to integrate cheaper, lower-fidelity approximations of the objective function into the optimization process, with the goal of converg…

2020

Projective Preferential Bayesian Optimization

ICML 2020poster

Bayesian optimization is an effective method for finding extrema of a black-box function. We propose a new type of Bayesian optimization for learning user preferences in high-dimensional spaces. The central assumption is that the underlying objective function cannot be evaluated directly, but instea…