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Roman Garnett

25 accepted papers

2024

A Greedy Approximation for k-Determinantal Point Processes

AISTATS 2024poster

Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics, and increasingly in machine learning. Samples from these processes exhibit a form of self-avoidance, so they are also helpful in guiding algorithms that explore to reduce uncertainty, such as in…

2024

Idiographic Personality Gaussian Process for Psychological Assessment

NeurIPS 2024poster

We develop a novel measurement framework based on Gaussian process coregionalization model to address a long-lasting debate in psychometrics: whether psychological features like personality share a common structure across the population or vary uniquely for individuals. We propose idiographic person…

Cited by 1SourcePDFScholar
2023

A Multi-Task Gaussian Process Model for Inferring Time-Varying Treatment Effects in Panel Data

AISTATS 2023poster

We introduce a Bayesian multi-task Gaussian process model for estimating treatment effects from panel data, where an intervention outside the observer’s control influences a subset of the observed units. Our model encodes structured temporal dynamics both within and across the treatment and control…

2023

Nonmyopic Multiclass Active Search with Diminishing Returns for Diverse Discovery

AISTATS 2023poster

Active search is a setting in adaptive experimental design where we aim to uncover members of rare, valuable class(es) subject to a budget constraint. An important consideration in this problem is diversity among the discovered targets – in many applications, diverse discoveries offer more insight a…

Cited by 4SourcePDFScholar
2023

The Behavior and Convergence of Local Bayesian Optimization

NeurIPS 2023spotlight

A recent development in Bayesian optimization is the use of local optimization strategies, which can deliver strong empirical performance on high-dimensional problems compared to traditional global strategies. The "folk wisdom" in the literature is that the focus on local optimization sidesteps the…

2022

Local Bayesian optimization via maximizing probability of descent

NeurIPS 2022accept

Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly, Bayesian optimization offers one solution -- we construct a proba…

2020

BINOCULARS for efficient, nonmyopic sequential experimental design

ICML 2020poster

Finite-horizon sequential experimental design (SED) arises naturally in many contexts, including hyperparameter tuning in machine learning among more traditional settings. Computing the optimal policy for such problems requires solving Bellman equations, which are generally intractable. Most existin…

2020

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

NeurIPS 2020poster

Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic approaches, such as expected improvement, are often adopted in practi…

Cited by 66SourcePDFScholar
2019

Automated Model Selection with Bayesian Quadrature

ICML 2019oral

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for computationally expensive models. Although previous research has show…

Cited by 16SourcePDFScholar
2019

D-VAE: A Variational Autoencoder for Directed Acyclic Graphs

NeurIPS 2019poster

Graph structured data are abundant in the real world. Among different graph types, directed acyclic graphs (DAGs) are of particular interest to machine learning researchers, as many machine learning models are realized as computations on DAGs, including neural networks and Bayesian networks. In this…

2018

Efficient nonmyopic batch active search

NeurIPS 2018spotlight

Active search is a learning paradigm for actively identifying as many members of a given class as possible. A critical target scenario is high-throughput screening for scientific discovery, such as drug or materials discovery. In these settings, specialized instruments can often evaluate \emph{multi…

2017

Discovering and Exploiting Additive Structure for Bayesian Optimization

AISTATS 2017poster

Bayesian optimization has proven invaluable for black-box optimization of expensive functions. Its main limitation is its exponential complexity with respect to the dimensionality of the search space using typical kernels. Luckily, many objective functions can be decomposed into additive subproblems…

2017

Efficient Nonmyopic Active Search

ICML 2017poster

Active search is an active learning setting with the goal of identifying as many members of a given class as possible under a labeling budget. In this work, we first establish a theoretical hardness of active search, proving that no polynomial-time policy can achieve a constant factor approximation…

2016

BASC: Applying Bayesian Optimization to the Search for Global Minima on Potential Energy Surfaces

ICML 2016poster

We present a novel application of Bayesian optimization to the field of surface science: rapidly and accurately searching for the global minimum on potential energy surfaces. Controlling molecule-surface interactions is key for applications ranging from environmental catalysis to gas sensing. We pre…

Cited by 29SourcePDFScholar
2015

Bayesian Active Model Selection with an Application to Automated Audiometry

NeurIPS 2015poster

We introduce a novel information-theoretic approach for active model selection and demonstrate its effectiveness in a real-world application. Although our method can work with arbitrary models, we focus on actively learning the appropriate structure for Gaussian process (GP) models with arbitrary ob…

Cited by 58SourcePDFScholar