Regret Bounds for Expected Improvement Algorithms in Gaussian Process Bandit Optimization

15 March 2022

Papers citing "Regret Bounds for Expected Improvement Algorithms in Gaussian Process Bandit Optimization"

20 / 20 papers shown

Title
Bayesian Optimistic Optimisation with Exponentially Decaying Regret Hung The Tran Sunil R. Gupta Santu Rana Svetha Venkatesh 40 3 0 10 May 2021
Efficient Exploration of Reward Functions in Inverse Reinforcement Learning via Bayesian Optimization Sreejith Balakrishnan Q. Nguyen Bryan Kian Hsiang Low Harold Soh 61 26 0 17 Nov 2020
On Information Gain and Regret Bounds in Gaussian Process Bandits Sattar Vakili Kia Khezeli Victor Picheny GP 55 133 0 15 Sep 2020
Sub-linear Regret Bounds for Bayesian Optimisation in Unknown Search Spaces Hung The Tran Sunil R. Gupta Santu Rana Huong Ha Svetha Venkatesh 53 6 0 05 Sep 2020
Safe Reinforcement Learning in Constrained Markov Decision Processes Akifumi Wachi Yanan Sui 58 149 0 15 Aug 2020
Knowing The What But Not The Where in Bayesian Optimization Vu Nguyen Michael A. Osborne 54 38 0 07 May 2019
No-Regret Bayesian Optimization with Unknown Hyperparameters Felix Berkenkamp Angela P. Schoellig Andreas Krause TPM 48 75 0 10 Jan 2019
Adversarially Robust Optimization with Gaussian Processes Ilija Bogunovic Jonathan Scarlett Stefanie Jegelka Volkan Cevher GP AAML 38 126 0 25 Oct 2018
Lower Bounds on Regret for Noisy Gaussian Process Bandit Optimization Jonathan Scarlett Ilija Bogunovic Volkan Cevher 66 101 0 31 May 2017
Improving the Expected Improvement Algorithm Chao Qin Diego Klabjan Daniel Russo 71 137 0 29 May 2017
Safe Model-based Reinforcement Learning with Stability Guarantees Felix Berkenkamp M. Turchetta Angela P. Schoellig Andreas Krause 176 851 0 23 May 2017
On Kernelized Multi-armed Bandits Sayak Ray Chowdhury Aditya Gopalan 111 460 0 03 Apr 2017
Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters Ziyun Wang Nando de Freitas 78 89 0 30 Jun 2014
Predictive Entropy Search for Efficient Global Optimization of Black-box Functions José Miguel Hernández-Lobato Matthew W. Hoffman Zoubin Ghahramani 99 647 0 10 Jun 2014
Finite-Time Analysis of Kernelised Contextual Bandits Michal Valko N. Korda Rémi Munos I. Flaounas N. Cristianini 185 273 0 26 Sep 2013
Thompson Sampling for Contextual Bandits with Linear Payoffs Shipra Agrawal Navin Goyal 195 998 0 15 Sep 2012
Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations Nando de Freitas Alex Smola M. Zoghi 84 112 0 27 Jun 2012
Practical Bayesian Optimization of Machine Learning Algorithms Jasper Snoek Hugo Larochelle Ryan P. Adams 353 7,936 0 13 Jun 2012
Convergence rates of efficient global optimization algorithms Adam D. Bull 116 641 0 18 Jan 2011
Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design Niranjan Srinivas Andreas Krause Sham Kakade Matthias Seeger 146 1,619 0 21 Dec 2009