56 citations · 124 across the 28 of their papers we have counts for
3 papers · 2 filters
Discretization-free Knowledge Gradient Methods for Bayesian Optimization
Jian Wu, Peter I. Frazier
This paper studies Bayesian ranking and selection (R&S) problems with correlated prior beliefs and continuous domains, i.e. Bayesian optimization (BO). Knowledge gradient methods […
Bayesian Optimization with Gradients
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson +1
Bayesian optimization has been successful at global optimization of expensive-to-evaluate multimodal objective functions. However, unlike most optimization methods, Bayesian optimi…
Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning
Stephen N. Pallone, Peter I. Frazier, Shane G. Henderson
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is…