Search Results for author: Peter Frazier

Found 6 papers, 1 papers with code

Multi-Armed Bandits with Interference

no code implementations2 Feb 2024 Su Jia, Peter Frazier, Nathan Kallus

Prior research on experimentation with interference has concentrated on the final output of a policy.

Multi-Armed Bandits

Constrained Two-step Look-Ahead Bayesian Optimization

no code implementations NeurIPS 2021 Yunxiang Zhang, Xiangyu Zhang, Peter Frazier

Recent advances in computationally efficient non-myopic Bayesian optimization offer improved query efficiency over traditional myopic methods like expected improvement, with only a modest increase in computational cost.

Bayesian Optimization Vocal Bursts Valence Prediction

Bayesian Optimization of Risk Measures

2 code implementations NeurIPS 2020 Sait Cakmak, Raul Astudillo, Peter Frazier, Enlu Zhou

We consider Bayesian optimization of objective functions of the form $\rho[ F(x, W) ]$, where $F$ is a black-box expensive-to-evaluate function and $\rho$ denotes either the VaR or CVaR risk measure, computed with respect to the randomness induced by the environmental random variable $W$.

Bayesian Optimization Decision Making +2

Practical Two-Step Lookahead Bayesian Optimization

no code implementations NeurIPS 2019 Jian Wu, Peter Frazier

Expected improvement and other acquisition functions widely used in Bayesian optimization use a "one-step" assumption: they value objective function evaluations assuming no future evaluations will be performed.

Bayesian Optimization Vocal Bursts Valence Prediction

Unbiased Comparative Evaluation of Ranking Functions

no code implementations25 Apr 2016 Tobias Schnabel, Adith Swaminathan, Peter Frazier, Thorsten Joachims

Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge.

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