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2020


Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures
Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

Marco, A., Rohr, A. V., Baumann, D., Hernández-Lobato, J. M., Trimpe, S.

2020 (proceedings) In revision

Abstract
When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.

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arXiv code (python) PDF [BibTex]

2016


Non-parametric Models for Structured Data and Applications to Human Bodies and Natural Scenes
Non-parametric Models for Structured Data and Applications to Human Bodies and Natural Scenes

Lehrmann, A.

ETH Zurich, July 2016 (phdthesis)

Abstract
The purpose of this thesis is the study of non-parametric models for structured data and their fields of application in computer vision. We aim at the development of context-sensitive architectures which are both expressive and efficient. Our focus is on directed graphical models, in particular Bayesian networks, where we combine the flexibility of non-parametric local distributions with the efficiency of a global topology with bounded treewidth. A bound on the treewidth is obtained by either constraining the maximum indegree of the underlying graph structure or by introducing determinism. The non-parametric distributions in the nodes of the graph are given by decision trees or kernel density estimators. The information flow implied by specific network topologies, especially the resultant (conditional) independencies, allows for a natural integration and control of contextual information. We distinguish between three different types of context: static, dynamic, and semantic. In four different approaches we propose models which exhibit varying combinations of these contextual properties and allow modeling of structured data in space, time, and hierarchies derived thereof. The generative character of the presented models enables a direct synthesis of plausible hypotheses. Extensive experiments validate the developed models in two application scenarios which are of particular interest in computer vision: human bodies and natural scenes. In the practical sections of this work we discuss both areas from different angles and show applications of our models to human pose, motion, and segmentation as well as object categorization and localization. Here, we benefit from the availability of modern datasets of unprecedented size and diversity. Comparisons to traditional approaches and state-of-the-art research on the basis of well-established evaluation criteria allows the objective assessment of our contributions.

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pdf [BibTex]

2009


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Bayesian Methods for Autonomous Learning Systems (Phd Thesis)

Ting, J.

Department of Computer Science, University of Southern California, Los Angeles, CA, 2009, clmc (phdthesis)

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PDF [BibTex]

2009


PDF [BibTex]