3 papers
stat.ML2025
Bayesian Optimization with Expected Improvement: No Regret and the Choice of Incumbent
Jingyi Wang, Haowei Wang, Szu Hui Ng +1
Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven empirical success in applications, the cumulative r…
math.OC2025
An Online Non-Stationary Simulation Optimization Approach Based on Regime Switching
Jianglin Xia, Haowei Wang, Songhao Wang +1
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-sta…
cs.LG2023
A Novel Framework for Improving the Breakdown Point of Robust Regression Algorithms
Zheyi Fan, Szu Hui Ng, Qingpei Hu
We present an effective framework for improving the breakdown point of robust regression algorithms. Robust regression has attracted widespread attention due to the ubiquity of out…