Get our free extension to see links to code for papers anywhere online!

Chrome logo Add to Chrome

Firefox logo Add to Firefox

Picture for Michael A. Osborne

Think Global and Act Local: Bayesian Optimisation over High-Dimensional Categorical and Mixed Search Spaces


Feb 14, 2021
Xingchen Wan, Vu Nguyen, Huong Ha, Binxin Ru, Cong Lu, Michael A. Osborne

* 9 page, 6 figures (26 pages, 13 figures, 2 tables including references and appendices) 

  Access Paper or Ask Questions

Gaussian Process Bandit Optimization of the Thermodynamic Variational Objective


Oct 31, 2020
Vu Nguyen, Vaden Masrani, Rob Brekelmans, Michael A. Osborne, Frank Wood

* NeurIPS 2020 

  Access Paper or Ask Questions

Gaussian Process Bandit Optimization of theThermodynamic Variational Objective


Oct 29, 2020
Vu Nguyen, Vaden Masrani, Rob Brekelmans, Michael A. Osborne, Frank Wood

* NeurIPS 2020 

  Access Paper or Ask Questions

Adaptive Configuration Oracle for Online Portfolio Selection Methods


Aug 22, 2019
Favour M. Nyikosa, Michael A. Osborne, Stephen J. Roberts


  Access Paper or Ask Questions

Bayesian Optimisation over Multiple Continuous and Categorical Inputs


Jun 20, 2019
Binxin Ru, Ahsan S. Alvi, Vu Nguyen, Michael A. Osborne, Stephen J Roberts

* 15 pages, 8 figures 

  Access Paper or Ask Questions

Knowing The What But Not The Where in Bayesian Optimization


May 11, 2019
Vu Nguyen, Michael A. Osborne

* 15 pages 

  Access Paper or Ask Questions

Automated Model Selection with Bayesian Quadrature


Mar 01, 2019
Henry Chai, Jean-Francois Ton, Roman Garnett, Michael A. Osborne

* 10 pages, 5 figures. Currently in submission to ICML 2019 

  Access Paper or Ask Questions

Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation


Jan 30, 2019
Ahsan S. Alvi, Binxin Ru, Jan Calliess, Stephen J. Roberts, Michael A. Osborne

* formatting edits 

  Access Paper or Ask Questions

Rejoinder for "Probabilistic Integration: A Role in Statistical Computation?"


Nov 26, 2018
Francois-Xavier Briol, Chris J. Oates, Mark Girolami, Michael A. Osborne, Dino Sejdinovic

* Accepted to Statistical Science 

  Access Paper or Ask Questions

Fingerprint Policy Optimisation for Robust Reinforcement Learning


Sep 15, 2018
Supratik Paul, Michael A. Osborne, Shimon Whiteson


  Access Paper or Ask Questions

Battery health prediction under generalized conditions using a Gaussian process transition model


Jul 17, 2018
Robert R. Richardson, Michael A. Osborne, David A. Howey


  Access Paper or Ask Questions

Fast Information-theoretic Bayesian Optimisation


Jun 06, 2018
Binxin Ru, Mark McLeod, Diego Granziol, Michael A. Osborne

* Main Paper: 9 pages, 6 figures, 2 tables; Accepted by ICML 2018 

  Access Paper or Ask Questions

Optimization, fast and slow: optimally switching between local and Bayesian optimization


May 22, 2018
Mark McLeod, Michael A. Osborne, Stephen J. Roberts


  Access Paper or Ask Questions

Practical Bayesian Optimization for Variable Cost Objectives


May 15, 2018
Mark McLeod, Michael A. Osborne, Stephen J. Roberts

* 8 pages, 7 figures 

  Access Paper or Ask Questions

Distributionally Ambiguous Optimization Techniques for Batch Bayesian Optimization


Apr 16, 2018
Nikitas Rontsis, Michael A. Osborne, Paul J. Goulart


  Access Paper or Ask Questions

Quantum algorithms for training Gaussian Processes


Mar 28, 2018
Zhikuan Zhao, Jack K. Fitzsimons, Michael A. Osborne, Stephen J. Roberts, Joseph F. Fitzsimons

* 5 pages. Comments welcome 

  Access Paper or Ask Questions

Bayesian Optimization for Dynamic Problems


Mar 09, 2018
Favour M. Nyikosa, Michael A. Osborne, Stephen J. Roberts

* 10 pages, 4 figures 

  Access Paper or Ask Questions

Alternating Optimisation and Quadrature for Robust Control


Dec 18, 2017
Supratik Paul, Konstantinos Chatzilygeroudis, Kamil Ciosek, Jean-Baptiste Mouret, Michael A. Osborne, Shimon Whiteson

* To appear in AAAI 2018. Video of policy learnt in simulation deployed on a real hexapod see https://youtu.be/ME90xtIPsKk 

  Access Paper or Ask Questions

Probabilistic Integration: A Role in Statistical Computation?


Oct 18, 2017
François-Xavier Briol, Chris. J. Oates, Mark Girolami, Michael A. Osborne, Dino Sejdinovic

* Several improvements suggested by reviewers, including additional experiments on uncertainty quantification properties. Change of title: previously "Probabilistic Integration: A Role for Statisticians in Numerical Analysis?" 

  Access Paper or Ask Questions

Bayesian Optimization for Probabilistic Programs


Jul 13, 2017
Tom Rainforth, Tuan Anh Le, Jan-Willem van de Meent, Michael A. Osborne, Frank Wood


  Access Paper or Ask Questions

Gaussian process regression for forecasting battery state of health


May 31, 2017
Robert R. Richardson, Michael A. Osborne, David A. Howey

* Journal of Power Sources, Volume 357, 31 July 2017, Pages 209 to 219 
* 13 pages, 7 figures, published in the Journal of Power Sources, 2017 

  Access Paper or Ask Questions

A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes


May 02, 2017
Syed Ali Asad Rizvi, Stephen J. Roberts, Michael A. Osborne, Favour Nyikosa

* 16 pages, 8 figures, 6 tables 

  Access Paper or Ask Questions

Distribution of Gaussian Process Arc Lengths


Mar 23, 2017
Justin D. Bewsher, Alessandra Tosi, Michael A. Osborne, Stephen J. Roberts

* 10 pages, 4 figures, Accepted to The 20th International Conference on Artificial Intelligence and Statistics (AISTATS) 

  Access Paper or Ask Questions

Preconditioning Kernel Matrices


May 25, 2016
Kurt Cutajar, Michael A. Osborne, John P. Cunningham, Maurizio Filippone


  Access Paper or Ask Questions

Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees


Dec 06, 2015
François-Xavier Briol, Chris J. Oates, Mark Girolami, Michael A. Osborne

* Advances in Neural Information Processing Systems 28, 1162--1170, 2015 

  Access Paper or Ask Questions

A Variational Bayesian State-Space Approach to Online Passive-Aggressive Regression


Sep 08, 2015
Arnold Salas, Stephen J. Roberts, Michael A. Osborne


  Access Paper or Ask Questions

Variational Inference for Gaussian Process Modulated Poisson Processes


Jul 27, 2015
Chris Lloyd, Tom Gunter, Michael A. Osborne, Stephen J. Roberts

* in ICML 2015 

  Access Paper or Ask Questions

Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature


Nov 03, 2014
Tom Gunter, Michael A. Osborne, Roman Garnett, Philipp Hennig, Stephen J. Roberts

* Advances in Neural Information Processing Systems (NIPS) 2014 

  Access Paper or Ask Questions

Raiders of the Lost Architecture: Kernels for Bayesian Optimization in Conditional Parameter Spaces


Sep 14, 2014
Kevin Swersky, David Duvenaud, Jasper Snoek, Frank Hutter, Michael A. Osborne

* 6 pages, 3 figures. Appeared in the NIPS 2013 workshop on Bayesian optimization 

  Access Paper or Ask Questions