254 citations · 390 across the 30 of their papers we have counts for
3 papers · 1 filter
Practical Bayesian optimization in the presence of outliers
Ruben Martinez-Cantin, Kevin Tee, Michael McCourt
Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is…
Active Preference Learning for Personalized Portfolio Construction
Kevin Tee, Michael McCourt, Ruben Martinez-Cantin +2
In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare exp…
Robust Bayesian Optimization with Student-t Likelihood
Ruben Martinez-Cantin, Michael McCourt, Kevin Tee
Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by th…