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Regret Bounds for Safe Gaussian Process Bandit Optimization

2021· preprint· en· W3023384417 on OpenAlexaff
Sanae Amani, Mahnoosh Alizadeh, Christos Thrampoulidis

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldDecision Sciences
TopicAdvanced Bandit Algorithms Research
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsRegretMathematical optimizationBayesian optimizationComputer scienceStochastic gameGaussian processSet (abstract data type)Constraint (computer-aided design)Function (biology)Bayesian probabilityGaussianMathematicsArtificial intelligenceMachine learningMathematical economics

Abstract

fetched live from OpenAlex

Many applications require a learner to make sequential decisions given uncertainty regarding both the system's payoff function and safety constraints. In safety-critical systems, it is paramount that the learner's actions do not violate the safety constraints at any stage of the learning process. In this paper, we study a stochastic bandit optimization problem where the unknown payoff and constraint functions are sampled from Gaussian Processes (GPs) first considered in [1]. We develop a safe variant of GP-UCB called SGP-UCB, with necessary modifications to respect safety constraints at every round. The algorithm has two distinct phases. The first phase seeks to estimate the set of safe actions in the decision set, while the second phase follows the GP-UCB decision rule. Our main contribution is to derive the first sub-linear regret bounds for this problem. We numerically compare SGP-UCB against existing safe Bayesian GP optimization algorithms.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.044
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.046

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.044
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.004
Scholarly communication0.0030.003
Open science0.0020.004
Research integrity0.0020.006
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.177
GPT teacher head0.499
Teacher spread0.322 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2021
Admission routes1
Has abstractyes

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