2 citations · 2 across the 5 of their papers we have counts for
3 papers · 1 filter
STREGO: A Scalable Implementation of a Trust-Region Framework for Noisy Bayesian Optimization
Youssef Diouane, Issmail El Hallaoui, Meisseme Kadri +1
TREGO, a trust-region Bayesian optimization (BO) method for expensive blackbox problems, has convergence guarantees, but only for exact function values. In high dimension, its perf…
Benchmarking Bilevel Derivative-Free Optimization Algorithms
Charles Audet, Valentin Dijon, Youssef Diouane
Bilevel optimization involves an upper-level and a lower-level decision maker. The lower-level optimization problem is nested within the constraints of the upper-level one. A point…
Online Sketched Newton-Raphson
Jean-Luc Lupien, Yuen-Man Pun, Youssef Diouane +2
In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only…