Victor Picheny, Henry B. Moss, Léeonard Torossian, Nicolas Durrande. Bayesian quantile and expectile optimisation. In James Cussens, Kun Zhang 0001, editors, Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands. Volume 180 of Proceedings of Machine Learning Research, pages 1623-1633, PMLR, 2022. [doi]
Abstract is missing.