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math.OC2025
Time-varying Gaussian Process Bandit Optimization with Experts: no-regret in logarithmically-many side queries
Eliabelle Mauduit, Eloïse Berthier, Andrea Simonetto
We study a time-varying Bayesian optimization problem with bandit feedback, where the reward function belongs to a Reproducing Kernel Hilbert Space (RKHS). We approach the problem…
math.OC2024
Flexible Optimization for Cyber-Physical and Human Systems
Andrea Simonetto
Can we allow humans to pick among different, yet reasonably similar, decisions? Are we able to construct optimization problems whose outcome are sets of feasible, close-to-optimal…