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cs.LG2024
Asymptotically Optimal Regret for Black-Box Predict-then-Optimize
Samuel Tan, Peter I. Frazier
We consider the predict-then-optimize paradigm for decision-making in which a practitioner (1) trains a supervised learning model on historical data of decisions, contexts, and rew…
cs.LG2024★ 1 cited
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Qian Xie, Raul Astudillo, Peter I. Frazier +2
Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite re…
cs.LG2024
Multi-Armed Bandits with Interference
Su Jia, Peter Frazier, Nathan Kallus
Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final…