ISyE-MS&E-IOE Joint Rising Stars Workshop
Bayesian Algorithms for
Decision-making under Uncertainty
About Me
Background: probabilistic machine learning
- Imperial College London $\leadsto$ University of Cambridge $\leadsto$ Cornell
- My PhD: pioneered subfield of geometric Gaussian processes
- Two best-paper-type awards: ICML, AISTATS
Current interests: decision-making under uncertainty
- In AI: this is where the key challenges are
- Decision-making: central to operations research
Probabilistic Decision-making
This example: Bayesian optimization
Also of interest: adversarial analogs of this problem
Probabilistic Decision-making
Bayesian Optimization
State-of-the-art cost-aware performance
Pandora's Box problem from operations research
Non-discrete Online Learning