Feb 5 – 7, 2024
Universität Salzburg (Paris-Lodron-Universität)
Europe/Berlin timezone
Registration and call for abstracts extended to 5 January

Robustly Safe Bayesian Optimization

Feb 6, 2024, 9:50 AM
20m
Blue lecture hall (Universität Salzburg (Paris-Lodron-Universität))

Blue lecture hall

Universität Salzburg (Paris-Lodron-Universität)

Hellbrunnerstrasse 34 5020 Salzburg
Student Talk Student Session

Speaker

Jannis Lübsen (TUHH/DESY)

Description

Safety guarantees for Gaussian processes require the assumption that the true hyperparameters are known. However, this assumption usually does not hold in practice. In this talk, a method is introduced to overcome this issue which estimates confidence intervals of hyperparameters from their posterior distributions. Finally, it can be shown that via appropriate scaling safeness can be robustly guaranteed with high probability.

Possible contributed talk No
Are you a student? Yes

Primary author

Jannis Lübsen (TUHH/DESY)

Co-author

Presentation materials