Optimal Order Simple Regret for Gaussian Process Bandits

20 August 2021

Papers citing "Optimal Order Simple Regret for Gaussian Process Bandits"

48 / 48 papers shown

Title
Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variance S. Iwazaki Shion Takeno 111 2 0 10 Feb 2025
Distributed Thompson sampling under constrained communication Saba Zerefa Zhaolin Ren Haitong Ma Na Li 71 1 0 03 Jan 2025
Open Problem: Tight Online Confidence Intervals for RKHS Elements Sattar Vakili John Scarlett T. Javidi 47 21 0 28 Oct 2021
Neural Thompson Sampling Weitong Zhang Dongruo Zhou Lihong Li Quanquan Gu 48 118 0 02 Oct 2020
On Information Gain and Regret Bounds in Gaussian Process Bandits Sattar Vakili Kia Khezeli Victor Picheny GP 46 130 0 15 Sep 2020
On Lower Bounds for Standard and Robust Gaussian Process Bandit Optimization Xu Cai Jonathan Scarlett 70 30 0 20 Aug 2020
Multi-Armed Bandits with Local Differential Privacy Wenbo Ren Xingyu Zhou Jia Liu Ness B. Shroff 10 47 0 06 Jul 2020
Scalable Thompson Sampling using Sparse Gaussian Process Models Sattar Vakili Henry B. Moss A. Artemev Vincent Dutordoir Victor Picheny 22 35 0 09 Jun 2020
Locally Differentially Private (Contextual) Bandits Learning Kai Zheng Tianle Cai Weiran Huang Zhenguo Li Liwei Wang 34 65 0 01 Jun 2020
Multi-Scale Zero-Order Optimization of Smooth Functions in an RKHS S. Shekhar T. Javidi 24 20 0 11 May 2020
Corruption-Tolerant Gaussian Process Bandit Optimization Ilija Bogunovic Andreas Krause Jonathan Scarlett 58 52 0 04 Mar 2020
On Thompson Sampling with Langevin Algorithms Eric Mazumdar Aldo Pacchiano Yi-An Ma Peter L. Bartlett Michael I. Jordan 29 11 0 23 Feb 2020
Bandit optimisation of functions in the Matérn kernel RKHS David Janz David R. Burt Javier I. González 29 43 0 28 Jan 2020
Ordinal Bayesian Optimisation Victor Picheny Sattar Vakili A. Artemev 33 8 0 05 Dec 2019
Convergence of Gaussian Process Regression with Estimated Hyper-parameters and Applications in Bayesian Inverse Problems A. Teckentrup 17 64 0 31 Aug 2019
Differential Privacy for Multi-armed Bandits: What Is It and What Is Its Cost? D. Basu Christos Dimitrakakis Aristide C. Y. Tossou 38 44 0 29 May 2019
Introduction to Multi-Armed Bandits Aleksandrs Slivkins 258 999 0 15 Apr 2019
Gaussian Process Optimization with Adaptive Sketching: Scalable and No Regret Daniele Calandriello Luigi Carratino A. Lazaric Michal Valko Lorenzo Rosasco GP 34 68 0 13 Mar 2019
Regret bounds for meta Bayesian optimization with an unknown Gaussian process prior Zi Wang Beomjoon Kim L. Kaelbling 51 54 0 23 Nov 2018
Simple Regret Minimization for Contextual Bandits A. Deshmukh Srinagesh Sharma J. Cutler M. Moldwin Clayton Scott 34 24 0 17 Oct 2018
Gaussian Processes and Kernel Methods: A Review on Connections and Equivalences Motonobu Kanagawa Philipp Hennig Dino Sejdinovic Bharath K. Sriperumbudur GP BDL 113 341 0 06 Jul 2018
BOHB: Robust and Efficient Hyperparameter Optimization at Scale Stefan Falkner Aaron Klein Frank Hutter BDL 160 1,077 0 04 Jul 2018
Stagewise Safe Bayesian Optimization with Gaussian Processes Yanan Sui Vincent Zhuang J. W. Burdick Yisong Yue 58 141 0 20 Jun 2018
Tight Regret Bounds for Bayesian Optimization in One Dimension Jonathan Scarlett 94 27 0 30 May 2018
Best arm identification in multi-armed bandits with delayed feedback Aditya Grover Todor Markov Patrick Attia Norman Jin Nicholas Perkins ... M. Chen Zi Yang Stephen J. Harris W. Chueh Stefano Ermon 43 74 0 29 Mar 2018
Gaussian Process bandits with adaptive discretization S. Shekhar T. Javidi 45 52 0 05 Dec 2017
Lower Bounds on Regret for Noisy Gaussian Process Bandit Optimization Jonathan Scarlett Ilija Bogunovic Volkan Cevher 52 100 0 31 May 2017
On Kernelized Multi-armed Bandits Sayak Ray Chowdhury Aditya Gopalan 107 458 0 03 Apr 2017
Max-value Entropy Search for Efficient Bayesian Optimization Zi Wang Stefanie Jegelka 136 406 0 06 Mar 2017
Truncated Variance Reduction: A Unified Approach to Bayesian Optimization and Level-Set Estimation Ilija Bogunovic Jonathan Scarlett Andreas Krause Volkan Cevher 76 89 0 24 Oct 2016
Bayesian Optimization with Exponential Convergence Kenji Kawaguchi L. Kaelbling Tomás Lozano-Pérez 52 106 0 05 Apr 2016
Multi-fidelity Gaussian Process Bandit Optimisation Kirthevasan Kandasamy Gautam Dasarathy Junier B. Oliva J. Schneider Barnabás Póczós 36 76 0 20 Mar 2016
Bayesian Optimization with Safety Constraints: Safe and Automatic Parameter Tuning in Robotics Felix Berkenkamp Andreas Krause Angela P. Schoellig 126 281 0 14 Feb 2016
Simple regret for infinitely many armed bandits Alexandra Carpentier Michal Valko 156 87 0 18 May 2015
Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters Ziyun Wang Nando de Freitas 55 89 0 30 Jun 2014
Finite-Time Analysis of Kernelised Contextual Bandits Michal Valko N. Korda Rémi Munos I. Flaounas N. Cristianini 113 271 0 26 Sep 2013
Gaussian Processes for Big Data J. Hensman Nicolò Fusi Neil D. Lawrence GP 83 1,226 0 26 Sep 2013
Parallel Gaussian Process Optimization with Upper Confidence Bound and Pure Exploration E. Contal David Buffoni Alexandre Robicquet Nicolas Vayatis 49 213 0 19 Apr 2013
Bandits with heavy tail Sébastien Bubeck Nicolò Cesa-Bianchi Gábor Lugosi 126 287 0 08 Sep 2012
Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations Nando de Freitas Alex Smola M. Zoghi 68 111 0 27 Jun 2012
Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek Hugo Larochelle Ryan P. Adams 292 7,883 0 13 Jun 2012
Hybrid Batch Bayesian Optimization J. Azimi A. Jalali Xiaoli Z. Fern 69 70 0 25 Feb 2012
Stochastic convex optimization with bandit feedback Alekh Agarwal Dean Phillips Foster Daniel J. Hsu Sham Kakade Alexander Rakhlin 109 239 0 08 Jul 2011
Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems Sattar Vakili Keqin Liu Qing Zhao 88 106 0 30 Jun 2011
Convergence rates of efficient global optimization algorithms Adam D. Bull 104 641 0 18 Jan 2011
Portfolio Allocation for Bayesian Optimization E. Brochu Matthew W. Hoffman Nando de Freitas 381 279 0 28 Sep 2010
X-Armed Bandits Sébastien Bubeck Rémi Munos Gilles Stoltz Csaba Szepesvari 123 383 0 25 Jan 2010
Multi-Armed Bandits in Metric Spaces Robert D. Kleinberg Aleksandrs Slivkins E. Upfal 212 468 0 29 Sep 2008