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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]

2007


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Micromagnetism-microstructure relations and the hysteresis loop

Goll, D.

In Handbook of Magnetism and Advanced Magnetic Materials. Vol. 2: Micromagnetism, pages: 1023-1058, John Wiley & Sons Ltd., Chichester, UK, 2007 (incollection)

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[BibTex]

2007


[BibTex]


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Synchrotron radiation techniques based on X-ray magnetic circular dichroism

Schütz, G., Goering, E., Stoll, H.

In Handbook of Magnetism and Advanced Magnetic Materials. Vol. 3: Materials Novel Techniques for Characterizing and Preparing Samples, pages: 1311-1363, John Wiley & Sons Ltd., Chichester, UK, 2007 (incollection)

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[BibTex]

[BibTex]


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Micromagnetism-microstructure relations and the hysteresis loop

Goll, D.

In Handbook of Magnetism and Advanced Magnetic Materials. Vol. 2: Micromagnetism, pages: 1023-1058, John Wiley & Sons Ltd., Chichester, UK, 2007 (incollection)

mms

[BibTex]

[BibTex]


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Dissipative magnetization dynamics close to the adiabatic regime

Fähnle, M., Steiauf, D.

In Handbook of Magnetism and Advanced Magnetic Materials. Vol. 1: Fundamental and Theory, pages: 282-302, John Wiley & Sons Ltd., Chichester, UK, 2007 (incollection)

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[BibTex]

[BibTex]

2004


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Effect of Grain Boundary Phase Transitions on the Superplasticity in the Al-Zn System

Lopez, G.A., Straumal, B.B., Gust, W., Mittemeijer, E.J.

In Nanomaterials by Severe Plastic Deformation, pages: 642-647, Wiley-VCH Verlag, Weinheim, 2004 (incollection)

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[BibTex]

2004


[BibTex]

2000


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Age-momentum correlation (AMOC)

Stoll, H.

In Construction and Use of an Intense Positron Source at new Linac Facilities in Germany, FZR-295, pages: 44-49, Wissenschaftlich-Technische Berichte, 2000 (incollection)

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[BibTex]

2000


[BibTex]


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MeV Positron Beams

Stoll, H.

In Positron Beams and Their Applications, pages: 237-257, World Scientific, Singapore, 2000 (incollection)

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[BibTex]

[BibTex]


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Critical behaviour of V2H in a defective near-surface skin layer

Trenkler, J., Moss, S. C., Reichert, H., Paniago, R., Gebhardt, U., Carstanjen, H. D., Metzger, T. H., Peisl, J.

In Exploration of Subsurface Phenomena by Particle Scattering, pages: 155-164, International Advanced Studies Institute IASI Press, North East/MD, 2000 (incollection)

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[BibTex]

[BibTex]