88 citations · 171 across the 39 of their papers we have counts for
5 papers · 1 filter
A Domain-Shrinking based Bayesian Optimization Algorithm with Order-Optimal Regret Performance
Sudeep Salgia, Sattar Vakili, Qing Zhao
We consider sequential optimization of an unknown function in a reproducing kernel Hilbert space. We propose a Gaussian process-based algorithm and establish its order-optimal regr…
On Information Gain and Regret Bounds in Gaussian Process Bandits
Sattar Vakili, Kia Khezeli, Victor Picheny
Consider the sequential optimization of an expensive to evaluate and possibly non-convex objective function from noisy feedback, that can be considered as a continuum-armed ban…
Scalable Thompson Sampling using Sparse Gaussian Process Models
Sattar Vakili, Henry Moss, Artem Artemev +2
Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convin…
Stochastic Coordinate Minimization with Progressive Precision for Stochastic Convex Optimization
Sudeep Salgia, Qing Zhao, Sattar Vakili
A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unkno…
Amortized variance reduction for doubly stochastic objectives
Ayman Boustati, Sattar Vakili, James Hensman +1
Approximate inference in complex probabilistic models such as deep Gaussian processes requires the optimisation of doubly stochastic objective functions. These objectives incorpora…