2 papers
cs.LG2026
Ensemble Distributionally Robust Bayesian Optimisation with Continuous Context
Tigran Ramazyan, Denis Derkach
We study Bayesian Optimisation (BO) in settings where the objective function is influenced by uncontrollable environmental contexts governed by an unknown probability distribution.…
cs.LG2024
Global Optimisation of Black-Box Functions with Generative Models in the Wasserstein Space
Tigran Ramazyan, Mikhail Hushchyn, Denis Derkach
We propose a new uncertainty estimator for gradient-free optimisation of black-box simulators using deep generative surrogate models. Optimisation of these simulators is especially…