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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]

2013


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Proceedings of the 10th European Workshop on Reinforcement Learning, Volume 24

Deisenroth, M., Szepesvári, C., Peters, J.

pages: 173, JMLR, European Workshop On Reinforcement Learning, EWRL, 2013 (proceedings)

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Web [BibTex]

2013


Web [BibTex]

2012


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Machine Learning and Interpretation in Neuroimaging - Revised Selected and Invited Contributions

Langs, G., Rish, I., Grosse-Wentrup, M., Murphy, B.

pages: 266, Springer, Heidelberg, Germany, International Workshop, MLINI, Held at NIPS, 2012, Lecture Notes in Computer Science, Vol. 7263 (proceedings)

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DOI [BibTex]

2012


DOI [BibTex]


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MICCAI, Workshop on Computational Diffusion MRI, 2012 (electronic publication)

Panagiotaki, E., O’Donnell, L., Schultz, T., Zhang, G.

15th International Conference on Medical Image Computing and Computer Assisted Intervention (MICCAI), Workshop on Computational Diffusion MRI , 2012 (proceedings)

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PDF [BibTex]

PDF [BibTex]

2004


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Advanced Lectures on Machine Learning

Bousquet, O., von Luxburg, U., Rätsch, G.

ML Summer Schools 2003, LNAI 3176, pages: 240, Springer, Berlin, Germany, ML Summer Schools, September 2004 (proceedings)

Abstract
Machine Learning has become a key enabling technology for many engineering applications, investigating scientific questions and theoretical problems alike. To stimulate discussions and to disseminate new results, a summer school series was started in February 2002, the documentation of which is published as LNAI 2600. This book presents revised lectures of two subsequent summer schools held in 2003 in Canberra, Australia, and in T{\"u}bingen, Germany. The tutorial lectures included are devoted to statistical learning theory, unsupervised learning, Bayesian inference, and applications in pattern recognition; they provide in-depth overviews of exciting new developments and contain a large number of references. Graduate students, lecturers, researchers and professionals alike will find this book a useful resource in learning and teaching machine learning.

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Web [BibTex]

2004


Web [BibTex]


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Pattern Recognition: 26th DAGM Symposium, LNCS, Vol. 3175

Rasmussen, C., Bülthoff, H., Giese, M., Schölkopf, B.

Proceedings of the 26th Pattern Recognition Symposium (DAGM‘04), pages: 581, Springer, Berlin, Germany, 26th Pattern Recognition Symposium, August 2004 (proceedings)

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Web DOI [BibTex]

Web DOI [BibTex]


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Advances in Neural Information Processing Systems 16: Proceedings of the 2003 Conference

Thrun, S., Saul, L., Schölkopf, B.

Proceedings of the Seventeenth Annual Conference on Neural Information Processing Systems (NIPS 2003), pages: 1621, MIT Press, Cambridge, MA, USA, 17th Annual Conference on Neural Information Processing Systems (NIPS), June 2004 (proceedings)

Abstract
The annual Neural Information Processing (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 thirty percent of the papers submitted are accepted for presentation at NIPS, so the quality is exceptionally high. This volume contains all the papers presented at the 2003 conference.

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Web [BibTex]

Web [BibTex]