Quoc Anh Hoang Nguyen

Bayesian Optimization for Unknown Cost-Varying Variable Subsets with No-Regret Costs

Bayesian Optimization (BO) is a widely-used method for optimizing expensive-to-evaluate black-box functions. Traditional BO assumes that the learner has full control over all query variables without additional constraints. However, in many real-world scenarios, controlling certain query variables ma…