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2020


Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures
Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

Marco, A., Rohr, A. V., Baumann, D., Hernández-Lobato, J. M., Trimpe, S.

2020 (proceedings) In revision

Abstract
When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.

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arXiv code (python) PDF [BibTex]

2006


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Advances in Neural Information Processing Systems 18: Proceedings of the 2005 Conference

Weiss, Y., Schölkopf, B., Platt, J.

Proceedings of the 19th Annual Conference on Neural Information Processing Systems (NIPS 2005), pages: 1676, MIT Press, Cambridge, MA, USA, 19th Annual Conference on Neural Information Processing Systems (NIPS), May 2006 (proceedings)

Abstract
The annual Neural Information Processing Systems (NIPS) conference is the flagship meeting on neural computation. It draws a diverse group of attendees--physicists, neuroscientists, mathematicians, statisticians, and computer scientists. The presentations are interdisciplinary, with contributions in algorithms, learning theory, cognitive science, neuroscience, brain imaging, vision, speech and signal processing, reinforcement learning and control, emerging technologies, and applications. Only twenty-five percent of the papers submitted are accepted for presentation at NIPS, so the quality is exceptionally high. This volume contains the papers presented at the December 2005 meeting, held in Vancouver.

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Web [BibTex]

2006


Web [BibTex]


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Machine Learning Challenges: evaluating predictive uncertainty, visual object classification and recognising textual entailment

Quinonero Candela, J., Dagan, I., Magnini, B., Lauria, F.

Proceedings of the First Pascal Machine Learning Challenges Workshop on Machine Learning Challenges, Evaluating Predictive Uncertainty, Visual Object Classification and Recognizing Textual Entailment (MLCW 2005), pages: 462, Lecture Notes in Computer Science, Springer, Heidelberg, Germany, First Pascal Machine Learning Challenges Workshop (MLCW), 2006 (proceedings)

Abstract
This book constitutes the thoroughly refereed post-proceedings of the First PASCAL (pattern analysis, statistical modelling and computational learning) Machine Learning Challenges Workshop, MLCW 2005, held in Southampton, UK in April 2005. The 25 revised full papers presented were carefully selected during two rounds of reviewing and improvement from about 50 submissions. The papers reflect the concepts of three challenges dealt with in the workshop: finding an assessment base on the uncertainty of predictions using classical statistics, Bayesian inference, and statistical learning theory; the second challenge was to recognize objects from a number of visual object classes in realistic scenes; the third challenge of recognizing textual entailment addresses semantic analysis of language to form a generic framework for applied semantic inference in text understanding.

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Web DOI [BibTex]

Web DOI [BibTex]