Header logo is


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.

ics am

arXiv code (python) PDF [BibTex]

2013


no image
Brownian motion of optically trapped ellipsoids

Dibak, Manuel

Universität Stuttgart, Stuttgart, 2013 (mastersthesis)

icm

[BibTex]

2013


[BibTex]


no image
Phase behavior of colloidal suspensions with critical solvents

Mohry, T. F.

Universität Stuttgart, Stuttgart, 2013 (phdthesis)

icm

link (url) [BibTex]

link (url) [BibTex]


no image
Zweidimensionale Monte-Carlo-Gittersimulationen im muVT- und NpT-Ensemble

Kirn, Kai Ludwig

Universität Stuttgart, Stuttgart, 2013 (mastersthesis)

icm

[BibTex]

[BibTex]


no image
Permittivity of an inhomogeneous dipolar lattice fluid

Schütz, Christian

Universität Stuttgart, Stuttgart, 2013 (mastersthesis)

icm

[BibTex]

[BibTex]

2009


no image
From colloids to biophysics: applications of classical density functional theory

Roth, R.

Universität Stuttgart, Stuttgart, 2009 (phdthesis)

icm

[BibTex]

2009


[BibTex]


no image
Stäbchensuspensionen in Kontakt mit geometrisch strukturierten Substraten

Günther, F.

Universität Stuttgart, Stuttgart, 2009 (mastersthesis)

icm

[BibTex]

[BibTex]


no image
Bayesian Methods for Autonomous Learning Systems (Phd Thesis)

Ting, J.

Department of Computer Science, University of Southern California, Los Angeles, CA, 2009, clmc (phdthesis)

am

PDF [BibTex]

PDF [BibTex]

2008


no image
Entropic Forces on Bio-Molecules

Hansen-Goos, H.

Universität Stuttgart, Stuttgart, 2008 (phdthesis)

icm

link (url) [BibTex]

2008


link (url) [BibTex]


no image
Wetting of geometrically structured substrates

Marinescu, M.

Universität Stuttgart, Stuttgart, Germany, 2008 (mastersthesis)

icm

[BibTex]

[BibTex]


no image
Fluktuations- und Kapillarkräfte zwischen Kolloiden an fluiden Grenzflächen

Lehle, H.

Universität Stuttgart, Stuttgart, 2008 (phdthesis)

icm

link (url) [BibTex]

link (url) [BibTex]


no image
Microscopic calculation of line tensions

Merath, R.-J.

Universität Stuttgart, Stuttgart, 2008 (phdthesis)

icm

link (url) [BibTex]

link (url) [BibTex]


no image
Lattice model for fluid flow in narrow channels

Dotti, C.

Universität Stuttgart, Stuttgart, 2008 (phdthesis)

icm

[BibTex]

[BibTex]


no image
Critical Casimir forces

Mohry, T. F.

Universität Stuttgart, Stuttgart, 2008 (mastersthesis)

icm

[BibTex]

[BibTex]

2001


no image
Einflußvon Teilchenbestrahlung auf die Selbst- und Interdiffusion in amorphen Fe-Zr-Legierungen

Schuler, T.

Universität Stuttgart, Stuttgart, 2001 (phdthesis)

icm

[BibTex]

2001


[BibTex]


no image
Diffusion im unterkühlten flüssigen und amorphen Zustand von Zr65Cu175,Ni10Al17,5

Schaaff, P.

Universität Stuttgart, Stuttgart, 2001 (phdthesis)

icm

[BibTex]

[BibTex]