Bayesian quantile and expectile optimisation

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]

@inproceedings{PichenyMTD22,
  title = {Bayesian quantile and expectile optimisation},
  author = {Victor Picheny and Henry B. Moss and Léeonard Torossian and Nicolas Durrande},
  year = {2022},
  url = {https://proceedings.mlr.press/v180/picheny22a.html},
  researchr = {https://researchr.org/publication/PichenyMTD22},
  cites = {0},
  citedby = {0},
  pages = {1623-1633},
  booktitle = {Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands},
  editor = {James Cussens and Kun Zhang 0001},
  volume = {180},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}