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  4. Adversarially Robust Optimization with Gaussian Processes
 
conference paper

Adversarially Robust Optimization with Gaussian Processes

Bogunovic, Ilija  
•
Scarlett, Jonathan  
•
Jegelka, Stefanie
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January 1, 2018
Advances In Neural Information Processing Systems 31 (Nips 2018)
32nd Conference on Neural Information Processing Systems (NIPS)

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 perturbation. This problem is motivated by settings in which the underlying functions during optimization and implementation stages are different, or when one is interested in finding an entire region of good inputs rather than only a single point. We show that standard GP optimization algorithms do not exhibit the desired robustness properties, and provide a novel confidence-bound based algorithm STABLEOPT for this purpose. We rigorously establish the required number of samples for STABLEOPT to find a near-optimal point, and we complement this guarantee with an algorithm-independent lower bound. We experimentally demonstrate several potential applications of interest using real-world data sets, and we show that STABLEOPT consistently succeeds in finding a stable maximizer where several baseline methods fail.

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Type
conference paper
Web of Science ID

WOS:000461852000028

Author(s)
Bogunovic, Ilija  
Scarlett, Jonathan  
Jegelka, Stefanie
Cevher, Volkan  orcid-logo
Date Issued

2018-01-01

Publisher

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)

Publisher place

La Jolla

Published in
Advances In Neural Information Processing Systems 31 (Nips 2018)
Series title/Series vol.

Advances in Neural Information Processing Systems

Volume

31

Subjects

Computer Science, Artificial Intelligence

•

Computer Science

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIONS  
Event nameEvent placeEvent date
32nd Conference on Neural Information Processing Systems (NIPS)

Montreal, CANADA

Dec 02-08, 2018

Available on Infoscience
June 18, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/157520
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