155 citations · 170 across the 10 of their papers we have counts for
5 papers · 1 filter
Choice functions based multi-objective Bayesian optimisation
Alessio Benavoli, Dario Azzimonti, Dario Piga
In this work we introduce a new framework for multi-objective Bayesian optimisation where the multi-objective functions can only be accessed via choice judgements, such as ``I pick…
Gaussian Processes to speed up MCMC with automatic exploratory-exploitation effect
Alessio Benavoli, Jason Wyse, Arthur White
We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian…
Bayesian Kernelised Test of (In)dependence with Mixed-type Variables
Alessio Benavoli, Cassio de Campos
A fundamental task in AI is to assess (in)dependence between mixed-type variables (text, image, sound). We propose a Bayesian kernelised correlation test of (in)dependence using a…
A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with Skew Gaussian Processes
Alessio Benavoli, Dario Azzimonti, Dario Piga
Skew-Gaussian processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions. SkewGPs are more general…
Orthogonally Decoupled Variational Fourier Features
Dario Azzimonti, Manuel Schürch, Alessio Benavoli +1
Sparse inducing points have long been a standard method to fit Gaussian processes to big data. In the last few years, spectral methods that exploit approximations of the covariance…