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Restless Bandits with Many Arms: Beating the Central Limit Theorem


Jul 25, 2021
Xiangyu Zhang, Peter I. Frazier


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Bayesian Optimization with Uncertain Preferences over Attributes


Nov 14, 2019
Raul Astudillo, Peter I. Frazier


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Bayesian Optimization of Composite Functions


Jun 04, 2019
Raul Astudillo, Peter I. Frazier

* In Proceedings of the 36th International Conference on Machine Learning, PMLR 97:354-363, 2019 
* In Proceedings of the 36th International Conference on Machine Learning, PMLR 97:354-363, 2019 

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Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning


Mar 12, 2019
Jian Wu, Saul Toscano-Palmerin, Peter I. Frazier, Andrew Gordon Wilson


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A Tutorial on Bayesian Optimization


Jul 08, 2018
Peter I. Frazier


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The Parallel Knowledge Gradient Method for Batch Bayesian Optimization


Apr 22, 2018
Jian Wu, Peter I. Frazier

* Minor edits and typo fixes. Please cite "J. Wu and P. Frazier. The parallel knowledge gradient method for batch bayesian optimization. In Advances In Neural Information Processing Systems, pp. 3126-3134. 2016" 

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Bayesian Optimization with Expensive Integrands


Mar 23, 2018
Saul Toscano-Palmerin, Peter I. Frazier


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Bayesian Optimization with Gradients


Feb 07, 2018
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson, Peter I. Frazier

* Advances in Neural Information Processing Systems 30 (NIPS), 2017 
* Advances in Neural Information Processing Systems 30 (NIPS), 2017 

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Parallel Bayesian Global Optimization of Expensive Functions


Nov 01, 2017
Jialei Wang, Scott C. Clark, Eric Liu, Peter I. Frazier


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Discretization-free Knowledge Gradient Methods for Bayesian Optimization


Jul 26, 2017
Jian Wu, Peter I. Frazier

* This paper, which combines and extends two conference papers (arXiv:1703.04389, arXiv:1606.04414), has been withdrawn by the authors because it was submitted prematurely before proper attribution could be provided 

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Dueling Bandits with Dependent Arms


Jun 15, 2017
Bangrui Chen, Peter I. Frazier


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Dueling Bandits With Weak Regret


Jun 14, 2017
Bangrui Chen, Peter I. Frazier


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Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning


Feb 24, 2017
Stephen N. Pallone, Peter I. Frazier, Shane G. Henderson


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Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation


Dec 12, 2016
Peter I. Frazier, Shane G. Henderson, Rolf Waeber


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Multi-Information Source Optimization


Nov 15, 2016
Matthias Poloczek, Jialei Wang, Peter I. Frazier

* Added: benchmark logistic regression on MNIST/USPS, comparison to MTBO/entropy search, estimation of hyper-parameters 

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The Bayesian Linear Information Filtering Problem


Oct 22, 2016
Bangrui Chen, Peter I. Frazier


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Warm Starting Bayesian Optimization


Aug 11, 2016
Matthias Poloczek, Jialei Wang, Peter I. Frazier

* To Appear in the Proc. of the 2016 Winter Simulation Conference 

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Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination


Jul 11, 2016
J. Massey Cashore, Lemuel Kumarga, Peter I. Frazier


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Stratified Bayesian Optimization


Feb 20, 2016
Saul Toscano-Palmerin, Peter I. Frazier


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Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies


Dec 31, 2015
Weici Hu, Peter I. Frazier


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Probabilistic Group Testing under Sum Observations: A Parallelizable 2-Approximation for Entropy Loss


Sep 23, 2015
Weidong Han, Purnima Rajan, Peter I. Frazier, Bruno M. Jedynak


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Bayesian optimization for materials design


Jun 03, 2015
Peter I. Frazier, Jialei Wang


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Clustering via Content-Augmented Stochastic Blockmodels


May 25, 2015
J. Massey Cashore, Xiaoting Zhao, Alexander A. Alemi, Yujia Liu, Peter I. Frazier


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A Markov Decision Process Analysis of the Cold Start Problem in Bayesian Information Filtering


Oct 29, 2014
Xiaoting Zhao, Peter I. Frazier

* 12 pages, 9 figures 

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A New Optimal Stepsize For Approximate Dynamic Programming


Jul 14, 2014
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell

* Matlab files are included with the paper source 

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Distance Dependent Infinite Latent Feature Models


Sep 10, 2012
Samuel J. Gershman, Peter I. Frazier, David M. Blei

* 28 pages, 9 figures 

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Distance Dependent Chinese Restaurant Processes


Aug 09, 2011
David M. Blei, Peter I. Frazier


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