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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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371013 · Jun 202019922001200920172026
48 results for preferential BO

Paper extends knowledge gradient for preferential BO, overcoming computational challenges.

problem Extending knowledge gradient to preferential BO with pairwise comparisons.
method Derive exact and analytical knowledge gradient for preferential BO.
result Exact knowledge gradient outperforms existing acquisition functions on benchmark problems.

BO algorithms improve binary and preferential optimization by distinguishing between types of uncertainty.

problem Optimizing expensive functions with binary or pairwise comparisons.
method Proposed new acquisition functions distinguishing between epistemic and aleatoric uncertainty.
result New acquisition functions outperform state-of-the-art heuristics in binary and preferential BO.

Enhances BO with expert preferences about abstract properties.

problem Lack of expert knowledge in BO for black-box experimental design.
method Human-AI collaboration to incorporate expert preferences into surrogate modeling.
result Superior performance compared to baselines in synthetic and real-world datasets.

Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the function is not possible, but information about user preferences is. Such scenari…

2017-04-12abs ↗pdf ↗

PABBO optimizes user utility learning from preferential feedback, significantly faster than traditional methods.

problem Computational inefficiency in Preferential Bayesian Optimization (PBO) methods.
method Amortized Bayesian Optimization (PABBO) using transformer neural processes and reinforcement learning.
result Significantly faster performance compared to traditional Gaussian process-based methods.

qEUBO optimizes decision-making with noisy feedback.

problem Optimizing decision-making with noisy preference feedback.
method Introduces qEUBO as a novel acquisition function for preferential Bayesian optimization.
result qEUBO is one-step Bayes optimal and enjoys an approximation guarantee under noise.

Paper improves PBO using Skew Gaussian Processes for better optimization.

problem Optimizing with preference judgments, especially in A/B tests and recommender systems.
method Uses Skew Gaussian Processes to model preference function and exact posterior inference.
result Exact SkewGP posterior leads to better optimization results than Laplace approximation.

Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.

problem Investigate how preferential interactions affect wealth dynamics and distributions in kinetic exchange models.
method Conducted Monte Carlo simulations to explore two types of preferential interactions: one with random selection and another with wealth difference constraint.
result Emergence of quasi-oligarchic societies and segregation into economic classes observed in preferential interactions.

A method for eliciting expert beliefs using preferential questions and normalizing flows.

problem Eliciting high-dimensional probability distributions from noisy judgments.
method Normalizing flows based on preferential questions with a novel functional prior.
result The method allows for the inference of arbitrarily flexible densities from preferential judgments.

The power law has been observed in the degree distributions of many biological neural networks. Sparse deep neural networks, which learn an economical representation from the data, resemble biological neural networks in many ways. In this paper, we study if these artificial networks also exhibit properties of the power…

2018-05-04abs ↗pdf ↗

KPCA-BO improves BO for high-dimensional optimization problems by learning a non-linear sub-manifold.

problem High-dimensional optimization problems where Gaussian Process regression requires too much data and computation.
method KPCA-BO embeds a non-linear sub-manifold in the search space, learning a GPR model on this sub-manifold.
result KPCA-BO outperforms vanilla BO in convergence speed, especially as dimensionality increases.

The question is: What does happen to the real-world networks which cause them not to grow permanently? The idea here is that real-world networks have to pay the cost of growth. We investigate the growth and trade-off between value and cost in the networks with cost and preferential attachment together. Since the prefer…

2019-08-29abs ↗pdf ↗

A new noise model for preferential Bayesian optimization using user anchors.

problem Inadequate assumption of homoscedastic noise in human-in-the-loop settings.
method Proposes a heteroscedastic noise model with anchors and a KDE uncertainty map.
result Risk-adjusted performance improvement and clarified anchor placement effects.

πBO augments BO with user beliefs for better hyperparameter optimization.

problem BO ignores user beliefs, reducing its appeal to practitioners.
method Proposes ππBO, an acquisition function that incorporates user-provided prior beliefs.
result ππBO outperforms competing approaches and deep learning tasks.

ShapleyBO explains BO's decisions, enhancing human-AI collaboration in robotics.

problem Lack of explainability in BO's black box nature, especially in human-in-the-loop applications.
method Uses game-theoretic Shapley values to quantify and interpret BO's parameter contributions.
result ShapleyBO identifies exploration and exploitation contributions, disentangling aleatoric and epistemic uncertainty.

Proposes a TS approach for Bayesian optimization with preferential feedback.

problem Optimizing with preference feedback in complex applications.
method Uses Thompson Sampling with a dueling kernel and anchor invariance.
result Performance matches standard TS for scalar feedback in finite time.

ARCO-BO optimizes multi-agent design under heterogeneity, improving efficiency and performance.

problem Heterogeneous multi-agent optimization challenges in resource use and information sharing.
method ARCO-BO integrates a consensus mechanism, budget-aware sampling, and partial input sharing for heterogeneous design spaces.
result ARCO-BO outperforms independent and collaborative BO methods in complex multi-agent settings.

New BO method efficiently optimizes high-dimensional functions by automatically selecting variables.

problem Efficiently optimizing functions with high-dimensional domains.
method Exploits variable selection to automatically learn sub-spaces without pre-specified dimensions.
result Empirically validated on synthetic and real problems, demonstrating efficiency.

A new method reduces variance in SGMCMC by preferentially subsampling data.

problem High variance in stochastic gradient estimates impacts sampler performance.
method Use a non-uniform probability distribution to preferentially subsample data points and adaptively adjust subsample size.
result Maintains accuracy while substantially reducing average subsample size.

BO method identifies sparse subspaces for efficient high-dimensional optimization.

problem Efficient optimization of high-dimensional black-box functions.
method Sparse Gaussian process surrogate models on axis-aligned subspaces with Hamiltonian Monte Carlo inference.
result SAASBO achieves excellent performance on synthetic and real-world problems.

We present Acquisition Thompson Sampling (ATS), a novel technique for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of the acquisition functions on a set of model hyper-parameters. ATS is conceptuall…

2019-03-22abs ↗pdf ↗

Scalable3-BO tackles scalability issues in Bayesian optimization for big data and high dimensions.

problem Bayesian optimization scalability issues in big data and high dimensions.
method Sparse Gaussian process, random embedding, asynchronous parallelization.
result Scalable3-BO framework optimizes high-dimensional problems with 1 million data points and 10,000 dimensions.

PGD-trained models have a preferential direction in their gradients, which improves robustness.

problem Mathematical lack of clarity in the direction of preferential gradient alignment after adversarial training.
method Proposed a novel definition of preferential direction and evaluated it using a metric based on GANs.
result PGD-trained models have higher alignment with the proposed preferential direction than baseline models.

Proposes a new method for faster function optima through integrated model selection and Bayesian optimization.

problem Efficient model selection and optimization in Bayesian optimization.
method Integrates model selection and Bayesian optimization by moving back and forth between model space and function space, using a score function to guide model selection.
result Significant improvement in convergence compared to standard Bayesian optimization, with improved sample efficiency.

Rank-based Bayesian Optimization improves molecule selection in chemical systems.

problem Optimizing chemical compounds using traditional regression models.
method Introducing Rank-based Bayesian Optimization (RBO) using ranking models.
result RBO outperforms regression-based BO, especially for rough landscapes and activity cliffs.

Develops a framework for cost-efficient Bayesian optimization with constraints.

problem Optimizing designs with minimal cost in constrained search spaces.
method Constrained multi-fidelity Bayesian optimization (CMFBO) with automatic stopping criterion.
result Minimizes overall sampling costs while ensuring feasibility.