363 citations · 1.1k across the 50 of their papers we have counts for
11 papers · 1 filter
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation
Peter I. Frazier, Shane G. Henderson, Rolf Waeber
The probabilistic bisection algorithm (PBA) solves a class of stochastic root-finding problems in one dimension by successively updating a prior belief on the location of the root…
Warm Starting Bayesian Optimization
Matthias Poloczek, Jialei Wang, Peter I. Frazier
We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related proble…
Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination
J. Massey Cashore, Lemuel Kumarga, Peter I. Frazier
Bayesian optimization methods allocate limited sampling budgets to maximize expensive-to-evaluate functions. One-step-lookahead policies are often used, but computing optimal multi…
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization
Jian Wu, Peter I. Frazier
In many applications of black-box optimization, one can evaluate multiple points simultaneously, e.g. when evaluating the performances of several different neural network architect…
The Bayesian Linear Information Filtering Problem
Bangrui Chen, Peter I. Frazier
We present a Bayesian sequential decision-making formulation of the information filtering problem, in which an algorithm presents items (news articles, scientific papers, tweets) a…
Dueling Bandits with Dependent Arms
Bangrui Chen, Peter I. Frazier
We study dueling bandits with weak utility-based regret when preferences over arms have a total order and carry observable feature vectors. The order is assumed to be determined by…
Unbiased Comparative Evaluation of Ranking Functions
Tobias Schnabel, Adith Swaminathan, Peter Frazier +1
Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge. Unlike traditional approaches that mak…
Multi-Information Source Optimization
Matthias Poloczek, Jialei Wang, Peter I. Frazier
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such a…
Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings
Pu Yang, Krishnamurthy Iyer, Peter Frazier
We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and…
Stratified Bayesian Optimization
Saul Toscano-Palmerin, Peter I. Frazier
We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random…
Parallel Bayesian Global Optimization of Expensive Functions
Jialei Wang, Scott C. Clark, Eric Liu +1
We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a co…