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 Optimization



A First Approach to Noise-Adaptive Accelerated Second-Order Methods

Neural Information Processing Systems

Over the last few decades, first-order (convex) minimization methods have gained popularity for modern machine learning and optimization problems due to their efficient per-iteration cost and global convergence properties.


Batch Bayesian optimisation via density-ratio estimation with guarantees

Neural Information Processing Systems

Bayesian optimisation (BO) algorithms have shown remarkable success in applications involving expensive black-box functions. Traditionally BO has been set as a sequential decision-making process which estimates the utility of query points via an acquisition function and a prior over functions, such as a Gaussian process. Recently, however, a reformulation of BO via density-ratio estimation (BORE) allowed reinterpreting the acquisition function as a probabilistic binary classifier, removing the need for an explicit prior over functions and increasing scalability. In this paper, we present a theoretical analysis of BORE's regret and




You Are the Best Reviewer of Y our Own Papers: An Owner-Assisted Scoring Mechanism

Neural Information Processing Systems

It reports adjusted scores for the items by solving a convex optimization problem. Under certain conditions, I show that the owner's optimal strategy is to honestly report the true ranking of the items to her best knowledge in order to maximize the expected utility.