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]

@inproceedings{TayFDLL22,
  title = {Efficient Distributionally Robust Bayesian Optimization with Worst-case Sensitivity},
  author = {Sebastian Shenghong Tay and Chuan-Sheng Foo and Urano Daisuke and Richalynn Leong and Bryan Kian Hsiang Low},
  year = {2022},
  url = {https://proceedings.mlr.press/v162/tay22a.html},
  researchr = {https://researchr.org/publication/TayFDLL22},
  cites = {0},
  citedby = {0},
  pages = {21180-21204},
  booktitle = {International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA},
  editor = {Kamalika Chaudhuri and Stefanie Jegelka and Le Song and Csaba Szepesvári and Gang Niu 0001 and Sivan Sabato},
  volume = {162},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}