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On correlation and budget constraints in model-based bandit optimization with application to automatic machine learning
16 references·4 citing·29 second hop
On correlation and budget constraints in model-based bandit optimization with application to automatic machine learning (2014)On correlation and budget constraints in …Multi-Task Bayesian Optimization (2013)Multi-Task Bayesian Optimizat…Bayesian optimization in high dimensions via random embeddings (2013)Bayesian optimization in high…Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Thompson Sampling: An Asympto…Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Thompson Sampling for Context…Practical Bayesian Optimization of Machine Learning Algorithms (2012)Practical Bayesian Optimizati…On Bayesian Upper Confidence Bounds for Bandit Problems (2012)On Bayesian Upper Confidence …Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Information-Theoretic Regret …Entropy search for information-efficient global optimization (2012)Entropy search for informatio…Portfolio allocation for Bayesian optimization (2011)Portfolio allocation for Baye…An Empirical Evaluation of Thompson Sampling (2011)An Empirical Evaluation of Th…Best Arm Identification in Multi-Armed Bandits (2010)Best Arm Identification in Mu…A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)A Tutorial on Bayesian Optimi…A modern Bayesian look at the multi‐armed bandit (2010)A modern Bayesian look at the…Pure Exploration in Multi-armed Bandits Problems (2009)Pure Exploration in Multi-arm…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…ADMMBO: Bayesian Optimization with Unknown Constraints using ADMM. (2019)ADMMBO: Bayesian Optimization…A new acquisition function for Bayesian optimization based on the moment-generating function (2017)A new acquisition function fo…Best-Arm Identification in Linear Bandits (2014)Best-Arm Identification in Li…An Entropy Search Portfolio for Bayesian Optimization (2014)An Entropy Search Portfolio f…Some aspects of the sequential design of experiments (1952)Almost Optimal Exploration in Multi-Armed Bandits (2013)Safe Exploration for Optimization with Gaussian Processes (2015)A unified framework for stochastic optimization (2018)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)On stochastic differential equations (1951)Predictive Entropy Search for Efficient Global Optimization of Black-box Functions (2014)Bayesian Optimization in a Billion Dimensions via Random Embeddings (2016)Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets (2016)Design and Analysis of Computer Experiments (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Adaptive Decision Maker (1994)A Tutorial on Bayesian Optimization (2018)Bayesian Optimization (2018)Multi-Armed Bandit Allocation Indices. (1990)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Learning to Optimize via Posterior Sampling (2014)The Nonstochastic Multiarmed Bandit Problem (2002)Using confidence bounds for exploitation-exploration trade-offs (2003)Further Optimal Regret Bounds for Thompson Sampling (2012)A Tutorial on Thompson Sampling (2018)Bayesian Optimization with Unknown Constraints (2014)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Bandit Algorithms (2020)
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References

  • 2012Practical Bayesian Optimization of Machine Learning Algorithms6,690 cited
  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2006Prediction, Learning, and Games3,176 cited
  • 2012Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting2,098 cited
  • 2010A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning2,053 cited
  • 2011An Empirical Evaluation of Thompson Sampling1,000 cited
  • 2012Thompson Sampling for Contextual Bandits with Linear Payoffs600 cited
  • 2013Multi-Task Bayesian Optimization484 cited
  • 2012Entropy search for information-efficient global optimization456 cited
  • 2010Best Arm Identification in Multi-Armed Bandits418 cited
  • 2010A modern Bayesian look at the multi‐armed bandit408 cited
  • 2012Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis381 cited
  • 2009Pure Exploration in Multi-armed Bandits Problems365 cited
  • 2013Bayesian optimization in high dimensions via random embeddings244 cited
  • 2012On Bayesian Upper Confidence Bounds for Bandit Problems210 cited

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  • 2011Portfolio allocation for Bayesian optimization160 cited
  • Cited by

    • 2017A new acquisition function for Bayesian optimization based on the moment-generating function80 cited
    • 2014Best-Arm Identification in Linear Bandits78 cited
    • 2019ADMMBO: Bayesian Optimization with Unknown Constraints using ADMM.41 cited
    • 2014An Entropy Search Portfolio for Bayesian Optimization40 cited