Publications de Ilija Bogunovic

Overlapping Multi-Bandit Best Arm Identification

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

In the multi-armed bandit literature, the multi-bandit best-arm identification problem consists of determining each best arm in a number of disjoint groups of arms, with as few total arm pulls as possible. In this paper, we introduce a variant of the multi ...

IEEE2019

Robust Adaptive Decision Making: Bayesian Optimization and Beyond

Ilija Bogunovic

The central task in many interactive machine learning systems can be formalized as the sequential optimization of a black-box function. Bayesian optimization (BO) is a powerful model-based framework for \emph{adaptive} experimentation, where the primary go ...

EPFL2019

High Dimensional Bayesian Optimization via Additive Models with Overlapping Groups

Volkan Cevher, Paul Thierry Yves Rolland, Jonathan Mark Scarlett, Ilija Bogunovic

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the development of a ...

2018

Adversarially Robust Optimization with Gaussian Processes

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturba ...

2018

Adversarially Robust Optimization with Gaussian Processes

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturba ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2018

Robust Maximization of Non-Submodular Objectives

Volkan Cevher, Ilija Bogunovic, Junyao Zhao

We study the problem of maximizing a monotone set function subject to a cardinality constraint k in the setting where some number of elements is deleted from the returned set. The focus of this work is on the worst-case adversarial setting. While there exi ...

2018

Learning-based subsampling

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic, Yen-Huan Li, Luca Baldassarre, Baran Gözcü

The present invention concerns a method of sampling a test signal. The method comprises: acquiring (21) training signals sampled at a plurality of sampling locations; running (23) an optimization procedure for determining an index set of n indices, represe ...

2017

A Distributed Algorithm for Partitioned Robust Submodular Maximization

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic, Slobodan Mitrovic

In this paper, we consider the problem of maximizing a monotone submodular function subject to a cardinality constraint, with two added twists: The computation is distributed across a number of machines, and we require the solution to be robust against adv ...

2017

Lower Bounds on Regret for Noisy Gaussian Process Bandit Optimization

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

In this paper, we consider the problem of sequentially optimizing a black-box function

f

based on noisy samples and bandit feedback. We assume that

f

is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert space (RKHS), yield ...

2017

Streaming Robust Submodular Maximization: A Partitioned Thresholding Approach

Volkan Cevher, Ilija Bogunovic, Slobodan Mitrovic, Ashkan Norouzi Fard, Jakub Tarnawski

We study the classical problem of maximizing a monotone submodular function subject to a cardinality constraint k, with two additional twists: (i) elements arrive in a streaming fashion and (ii) m items from the algorithm’s memory might be removed after th ...

2017