1.8k citations · 3.8k across the 35 of their papers we have counts for
5 papers · 1 filter
Quasi-Bayesian Dual Instrumental Variable Regression
Ziyu Wang, Yuhao Zhou, Tongzheng Ren +1
Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quant…
Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters
Ziyu Wang, Nando de Freitas
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-param…
An Entropy Search Portfolio for Bayesian Optimization
Bobak Shahriari, Ziyu Wang, Matthew W. Hoffman +2
Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its explorat…
Bayesian Multi-Scale Optimistic Optimization
Ziyu Wang, Babak Shakibi, Lin Jin +1
Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquis…
Bayesian Optimization in a Billion Dimensions via Random Embeddings
Ziyu Wang, Frank Hutter, Masrour Zoghi +2
Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algo…