Value-at-Risk Optimization with Gaussian Processes

Value-at-Risk Optimization with Gaussian Processes

13 May 2021

Patrick Jaillet

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Papers citing "Value-at-Risk Optimization with Gaussian Processes"

17 / 17 papers shown

Title
Spectral Mixture Kernels for Bayesian Optimization Yi Zhang Cheng Hua GP 62 0 0 23 May 2025
Real-Time Roadway Obstacle Detection for Electric Scooters Using Deep Learning and Multi-Sensor Fusion Zeyang Zheng Arman Hosseini Dong Chen Omid Shoghli Arsalan Heydarian 71 0 0 04 Apr 2025
Prompt Optimization with Human Feedback Xiaoqiang Lin Zhongxiang Dai Arun Verma See-Kiong Ng Patrick Jaillet K. H. Low AAML 95 12 0 27 May 2024
Stochastic Bayesian Optimization with Unknown Continuous Context Distribution via Kernel Density Estimation Xiaobin Huang Lei Song Ke Xue Chao Qian 76 3 0 16 Dec 2023
Batch Bayesian Optimization for Replicable Experimental Design Zhongxiang Dai Q. Nguyen Sebastian Shenghong Tay Daisuke Urano Richalynn Leong Bryan Kian Hsiang Low Patrick Jaillet 37 5 0 02 Nov 2023
Training-Free Neural Active Learning with Initialization-Robustness Guarantees Apivich Hemachandra Zhongxiang Dai Jasraj Singh See-Kiong Ng K. H. Low AAML 87 7 0 07 Jun 2023
Bounding Box-based Multi-objective Bayesian Optimization of Risk Measures under Input Uncertainty Yu Inatsu Shion Takeno Hiroyuki Hanada Kazuki Iwata Ichiro Takeuchi 38 4 0 27 Jan 2023
Data-Driven Offline Decision-Making via Invariant Representation Learning Qi Yi-Hsun Su Aviral Kumar Sergey Levine OffRL 91 22 0 21 Nov 2022
Sample-Then-Optimize Batch Neural Thompson Sampling Zhongxiang Dai Yao Shu Bryan Kian Hsiang Low Patrick Jaillet AAML 67 25 0 13 Oct 2022
Bayesian Optimization under Stochastic Delayed Feedback Arun Verma Zhongxiang Dai Bryan Kian Hsiang Low 80 12 0 19 Jun 2022
Robust Multi-Objective Bayesian Optimization Under Input Noise Sam Daulton Sait Cakmak Maximilian Balandat Michael A. Osborne Enlu Zhou E. Bakshy AAML 92 38 0 15 Feb 2022
A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Bandits Ilija Bogunovic Zihan Li Andreas Krause Jonathan Scarlett 79 9 0 03 Feb 2022
Bayesian Optimization for Distributionally Robust Chance-constrained Problem Yu Inatsu Shion Takeno Masayuki Karasuyama Ichiro Takeuchi 68 13 0 31 Jan 2022
Thinking inside the box: A tutorial on grey-box Bayesian optimization Raul Astudillo P. Frazier 99 36 0 02 Jan 2022
Risk-averse Heteroscedastic Bayesian Optimization A. Makarova Ilnura N. Usmanova Ilija Bogunovic Andreas Krause 79 36 0 05 Nov 2021
Differentially Private Federated Bayesian Optimization with Distributed Exploration Zhongxiang Dai K. H. Low Patrick Jaillet FedML 75 43 0 27 Oct 2021
Bayesian Quantile and Expectile Optimisation Victor Picheny Henry B. Moss Léonard Torossian N. Durrande 62 21 0 12 Jan 2020