Federated Bayesian optimization via Thompson sampling

Z Dai, BKH Low, P Jaillet - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate
black-box functions. The massive computational capability of edge devices such as mobile …

On function approximation in reinforcement learning: Optimism in the face of large state spaces

Z Yang, C Jin, Z Wang, M Wang, MI Jordan - arXiv preprint arXiv …, 2020 - arxiv.org
The classical theory of reinforcement learning (RL) has focused on tabular and linear
representations of value functions. Further progress hinges on combining RL with modern …

Distributionally robust Bayesian optimization

J Kirschner, I Bogunovic, S Jegelka… - International …, 2020 - proceedings.mlr.press
Robustness to distributional shift is one of the key challenges of contemporary machine
learning. Attaining such robustness is the goal of distributionally robust optimization, which …

Differentially private federated Bayesian optimization with distributed exploration

Z Dai, BKH Low, P Jaillet - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Bayesian optimization (BO) has recently been extended to the federated learning (FL)
setting by the federated Thompson sampling (FTS) algorithm, which has promising …

Provably efficient reinforcement learning with kernel and neural function approximations

Z Yang, C Jin, Z Wang, M Wang… - Advances in Neural …, 2020 - proceedings.neurips.cc
Reinforcement learning (RL) algorithms combined with modern function approximators such
as kernel functions and deep neural networks have achieved significant empirical …

Neural contextual bandits without regret

P Kassraie, A Krause - International Conference on Artificial …, 2022 - proceedings.mlr.press
Contextual bandits are a rich model for sequential decision making given side information,
with important applications, eg, in recommender systems. We propose novel algorithms for …

Model-based causal Bayesian optimization

S Sussex, A Makarova, A Krause - arXiv preprint arXiv:2211.10257, 2022 - arxiv.org
How should we intervene on an unknown structural equation model to maximize a
downstream variable of interest? This setting, also known as causal Bayesian optimization …

Movement penalized Bayesian optimization with application to wind energy systems

SS Ramesh, PG Sessa, A Krause… - Advances in Neural …, 2022 - proceedings.neurips.cc
Contextual Bayesian optimization (CBO) is a powerful framework for sequential decision-
making given side information, with important applications, eg, in wind energy systems. In …

Efficient model-based multi-agent reinforcement learning via optimistic equilibrium computation

PG Sessa, M Kamgarpour… - … Conference on Machine …, 2022 - proceedings.mlr.press
We consider model-based multi-agent reinforcement learning, where the environment
transition model is unknown and can only be learned via expensive interactions with the …

R2-B2: Recursive reasoning-based Bayesian optimization for no-regret learning in games

Z Dai, Y Chen, BKH Low, P Jaillet… - … on Machine Learning, 2020 - proceedings.mlr.press
This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model
the reasoning process in the interactions between boundedly rational, self-interested agents …