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20202024
most citedRobust Multi-Objective Bayesian Optimization Under Input Noise

6 citations · 11 across the 5 of their papers we have counts for

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math.OC2020

Solving Bayesian Risk Optimization via Nested Stochastic Gradient Estimation

Sait Cakmak, Di Wu, Enlu Zhou

In this paper, we aim to solve Bayesian Risk Optimization (BRO), which is a recently proposed framework that formulates simulation optimization under input uncertainty. In order to…

stat.ML2020★ 5 cited

Bayesian Optimization of Risk Measures

Sait Cakmak, Raul Astudillo, Peter Frazier +1

We consider Bayesian optimization of objective functions of the form , where is a black-box expensive-to-evaluate function and denotes either the VaR or CVaR…