STAT520P: Bayesian Optimization

  • 24 Oct 2023 — 7 Dec 2023
  • Tuesdays and Thursdays, 1:00 — 2:30PM
  • Earth Science Building, Room #4192
  • (Office hours immediately follow Thursday class, ESB 3142.)

Special Topics Papers

The following is a list of suggested papers top cover in the second half of the course. I am also open to other paper recommendations!

Title Topics Authors Venue Link
High-Dimensional Bayesian Optimisation with Variational Autoencoders and Deep Metric Learning latent space BO Antoine Grosnit, Rasul Tutunov, Alexandre Max Maraval, Ryan-Rhys Griffiths, Alexander I. Cowen-Rivers, Lin Yang, Lin Zhu, Wenlong Lyu, Zhitang Chen, Jun Wang, Jan Peters, Haitham Bou-Ammar ArXiV, 2021 PDF
Combining Latent Space and Structured Kernels for Bayesian Optimization over Combinatorial Spaces latent space BO Aryan Deshwal, Janardhan Rao Doppa NeurIPS, 2021 PDF
Local Latent Space Bayesian Optimization over Structured Inputs latent space BO, local BO Natalie Maus, Haydn T. Jones, Juston S. Moore, Matt J. Kusner, John Bradshaw, Jacob R. Gardner NeurIPS, 2023 PDF
Accelerating Bayesian Optimization for Biological Sequence Design with Denoising Autoencoders latent space BO Samuel Stanton, Wesley Maddox, Nate Gruver, Phillip Maffettone, Emily Delaney, Peyton Greenside, Andrew Gordon Wilson ICML, 2023 PDF
Scalable Global Optimization via Local Bayesian local BO David Eriksson, Michael Pearce, Jacob R Gardner, Ryan Turner, Matthias Poloczek NeurIPS, 2019 PDF
Discovering Many Diverse Solutions with Bayesian Optimization latent space BO, local BO, misspecified BO Natalie Maus, Kaiwen Wu, David Eriksson, Jacob R. Gardner AISTATS, 2023 PDF
The Behavior and Convergence of Local Bayesian Optimization local BO Kaiwen Wu, Kyurae Kim, Roman Garnett, Jacob R. Gardner NeurIPS, 2023 PDF
Deep Gaussian Processes for Multi-fidelity Modeling greybox BO Kurt Cutajar, Mark Pullin, Andreas Damianou, Neil Lawrence, Javier González ArXiV, 2019 PDF
Bayesian Optimization of Function Networks greybox BO Raul Astudillo, Peter I. Frazier NeurIPS, 2021 PDF
Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement multi-objective BO Samuel Daulton, Maximilian Balandat, Eytan Bakshy NeurIPS, 2021 PDF
Multi-Objective Bayesian Optimization over High-Dimensional Search Spaces multi-objective BO Samuel Daulton, David Eriksson, Maximilian Balandat, Eytan Bakshy UAI, 2022 PDF
Multi-Attribute Bayesian Optimization With Interactive Preference Learning preference BO Raul Astudillo, Peter I. Frazier AISTATS, 2020 PDF
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes preference BO Zhiyuan Jerry Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy AISTATS, 2022 PDF
qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization preference BO Raul Astudillo, Zhiyuan Jerry Lin, Eytan Bakshy, Peter I. Frazier AISTATS, 2023 PDF
Preference-Aware Constrained Multi-Objective Bayesian Optimization multi-objective BO, preference BO Alaleh Ahmadianshalchi, Syrine Belakaria, Janardhan Rao Doppa NeurIPS Workshop on Gaussian Processes, Spatiotemporal Modeling, and Decision-making Systems, 2022 PDF
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes preference BO Zhiyuan Jerry Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy AISTATS, 2022 PDF
Multi-Attribute Bayesian Optimization With Interactive Preference Learning preference BO Raul Astudillo, Peter I. Frazier AISTATS, 2020 PDF
Causal Bayesian Optimization causal BO Virginia Aglietti, Xiaoyu Lu, Andrei Paleyes, Javier González AISTATS, 2020 PDF
Dynamic Causal Bayesian Optimization causal BO Virginia Aglietti, Neil Dhir, Javier González, Theodoros Damoulas NeurIPS, 2021 PDF
Model-based Causal Bayesian Optimization causal BO Scott Sussex, Anastasiia Makarova, Andreas Krause ICLR, 2023 PDF
Functional Causal Bayesian Optimization causal BO Limor Gultchin, Virginia Aglietti, Alexis Bellot, Silvia Chiappa UAI, 2023 PDF
Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Trees non-myopic decision making Shali Jiang, Daniel R. Jiang, Maximilian Balandat, Brian Karrer, Jacob R. Gardner, Roman Garnett NeurIPS, 2020 PDF
Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs cost aware BO, non-myopic decision making Raul Astudillo, Daniel R. Jiang, Maximilian Balandat, Eytan Bakshy, Peter I. Frazier NeurIPS, 2021 PDF
A Nonmyopic Approach to Cost-Constrained Bayesian Optimization cost aware BO, non-myopic decision making Eric Hans Lee, David Eriksson, Valerio Perrone, Matthias Seeger UAI, 2021 PDF
Budgeted Bandit Problems with Continuous Random Costs cost aware BO Yingce Xia, Wenkui Ding, Xu-Dong Zhang, Nenghai Yu, Tao Qin ACML, 2016 PDF
Budgeted Multi–Armed Bandit in Continuous Action Space cost aware BO Francesco Trovo, Stefano Paladino, Marcello Restelli, Nicola Gatti ECAI, 2016 PDF
Efficient Nonmyopic Active Search generalizations of BO, non-myopic decision making Shali Jiang, Gustavo Malkomes, Geoff Converse, Alyssa Shofner, Benjamin Moseley, Roman Garnett ICML, 2017 PDF
Bayesian Algorithm Execution: Estimating Computable Properties of Black-box Functions Using Mutual Information generalizations of BO Willie Neiswanger, Ke Alexander Wang, Stefano Ermon ICML, 2021 PDF
Bayesian Optimization with Conformal Coverage Guarantees generalizations of BO Samuel Stanton, Wesley Maddox, Andrew Gordon Wilson AISTATS, 2023 PDF
Bayesian Optimization with Inequality Constraints constrained BO Jacob R. Gardner, Matt J. Kusner, Zhixiang Xu, Kilian Q. Weinberger, John P. Cunningham ICML, 2014 PDF
Bayesian Optimization over Discrete and Mixed Spaces via Probabilistic Reparameterization mixed-space BO Samuel Daulton, Xingchen Wan, David Eriksson, Maximilian Balandat, Michael A. Osborne, Eytan Bakshy NeurIPS, 2022 PDF