Efficient Distributionally Robust Bayesian Optimization with Worst-case Sensitivity

Sebastian Shenghong Tay, Chuan-Sheng Foo, Urano Daisuke, Richalynn Leong, Bryan Kian Hsiang Low. Efficient Distributionally Robust Bayesian Optimization with Worst-case Sensitivity. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 21180-21204, PMLR, 2022. [doi]

Abstract

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