no code implementations • 2 Nov 2022 • Paul E. Chang, Prakhar Verma, ST John, Victor Picheny, Henry Moss, Arno Solin
Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning.
no code implementations • NeurIPS 2021 • Sattar Vakili, Henry Moss, Artem Artemev, Vincent Dutordoir, Victor Picheny
We provide theoretical guarantees and show that the drastic reduction in computational complexity of scalable TS can be enjoyed without loss in the regret performance over the standard TS.
no code implementations • 12 Jan 2020 • Victor Picheny, Henry Moss, Léonard Torossian, Nicolas Durrande
In this paper, we propose new variational models for Bayesian quantile and expectile regression that are well-suited for heteroscedastic noise settings.
1 code implementation • COLING 2018 • Henry Moss, David Leslie, Paul Rayson
K-fold cross validation (CV) is a popular method for estimating the true performance of machine learning models, allowing model selection and parameter tuning.