activity
20132025
most citedCost-aware Bayesian Optimization via the Pandora's Box Gittins Index

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

math.OC2025

The Gittins Index: A Design Principle for Decision-Making Under Uncertainty

Ziv Scully, Alexander Terenin

The Gittins index is a tool that optimally solves a variety of decision-making problems involving uncertainty, including multi-armed bandit problems, minimizing mean latency in que…

cs.LG2025

Cost-aware Stopping for Bayesian Optimization

Qian Xie, Linda Cai, Alexander Terenin +2

In automated machine learning, scientific discovery, and other applications of Bayesian optimization, deciding when to stop evaluating expensive black-box functions in a cost-aware…

cs.GT2024

Local hedging approximately solves Pandora's box problems with nonobligatory inspection

Ziv Scully, Laura Doval

We consider search problems with nonobligatory inspection and single-item or combinatorial selection. A decision maker is presented with a number of items, each of which contains a…

cs.LG2024★ 1 cited

Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index

Qian Xie, Raul Astudillo, Peter I. Frazier +2

Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite re…

cs.SC2013

Efficient Calculation of Determinants of Symbolic Matrices with Many Variables

Tanya Khovanova, Ziv Scully

Efficient matrix determinant calculations have been studied since the 19th century. Computers expand the range of determinants that are practically calculable to include matrices w…