Picheny, Victor

1. On Information Gain and Regret Bounds in Gaussian Process Bandits
   2020/09/15 by Vakili, Sattar, Khezeli, Kia, Picheny, Victor · 11 citations
   #FOS: Computer and information sciences #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML)
2. Bayesian optimization under mixed constraints with a slack-variable augmented Lagrangian
   2016/05/31 by Picheny, Victor, Gramacy, Robert B., Wild, Stefan M. +1 · 3 citations
   #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (stat.ML)
3. TREGO: a Trust-Region Framework for Efficient Global Optimization
   2021/01/18 by Diouane, Youssef, Picheny, Victor, Riche, Rodolphe Le +1 · 3 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC)
4. Scalable Thompson Sampling using Sparse Gaussian Process Models
   2020/06/09 by Sattar Vakili, Henry B. Moss, Vakili, Sattar +7 · 3 citations
   Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms
5. Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
   2013/10/02 by Picheny, Victor · 1 citation
   #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Optimization and Control (math.OC)
6. A Bayesian optimization approach to find Nash equilibria
   2016/11/08 by Picheny, Victor, Binois, Mickael, Habbal, Abderrahmane · 1 citation
   #FOS: Computer and information sciences #Machine Learning (stat.ML)
7. Fantasizing with Dual GPs in Bayesian Optimization and Active Learning
   2022/11/02 by Chang, Paul E., Verma, Prakhar, John, ST +3 · 1 citation
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
8. Inducing Point Allocation for Sparse Gaussian Processes in High-Throughput Bayesian Optimisation
   2023/01/24 by Moss, Henry B., Ober, Sebastian W., Picheny, Victor · 1 citation
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
9. Trieste: Efficiently Exploring The Depths of Black-box Functions with TensorFlow
   2023/02/16 by Victor Picheny, Joel Berkeley, Picheny, Victor +29 · 1 citation
   Computer Science · #Gaussian Processes and Bayesian Inference #Advanced Neural Network Applications #Machine Learning and Data Classification
10. X-Armed Bandits: Optimizing Quantiles, CVaR and Other Risks
    2019/04/17 by Léonard Torossian, Aurélien Garivier, Torossian, Léonard +3 · 1 citation
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #Advanced Multi-Objective Optimization Algorithms #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Risk and Portfolio Optimization