363 citations · 1.1k across the 50 of their papers we have counts for
6 papers · 1 filter
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 […
Mean Field Equilibria for Resource Competition in Spatial Settings
Pu Yang, Krishnamurthy Iyer, Peter Frazier
We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and tra…
An Asymptotically Optimal Index Policy for Finite-Horizon Restless Bandits
Weici Hu, Peter Frazier
We consider restless multi-armed bandit (RMAB) with a finite horizon and multiple pulls per period. Leveraging the Lagrangian relaxation, we approximate the problem with a collecti…
Dueling Bandits With Weak Regret
Bangrui Chen, Peter I. Frazier
We consider online content recommendation with implicit feedback through pairwise comparisons, formalized as the so-called dueling bandit problem. We study the dueling bandit probl…
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…