Truncated Variance Reduction: A Unified Approach to Bayesian Optimization and Level-Set Estimation

Ilija Bogunovic, Jonathan Scarlett, Andreas Krause, Volkan Cevher

Nov-21-2025, 09:58:48 GMT–Neural Information Processing Systems

R), that treats Bayesian optimization (BO) and level-set estimation (LSE) with Gaussian processes in a unified fashion. The algorithm greedily shrinks a sum of truncated variances within a set of potential maximizers (BO) or unclassified points (LSE), which is updated based on confidence bounds.

artificial intelligence, data mining, machine learning, (18 more...)

Neural Information Processing Systems

Nov-21-2025, 09:58:48 GMT

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