Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
117 tokens/sec
GPT-4o
8 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
5 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Multiscale Gaussian Process Level Set Estimation (1902.09682v1)

Published 26 Feb 2019 in stat.ML and cs.LG

Abstract: In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is proposed. The proposed algorithm employs a hierarchical sequence of partitions to explore different regions of the search space at varying levels of detail depending upon their proximity to the level set boundary. It is shown that this approach results in the algorithm having a low complexity implementation whose computational cost is significantly smaller than the existing algorithms for higher dimensional search space $\X$. Furthermore, high probability bounds on a measure of discrepancy between the estimated level set and the true level set for the the proposed algorithm are obtained, which are shown to be strictly better than the existing guarantees for a large class of GPs. In the process, a tighter characterization of the information gain of the proposed algorithm is obtained which takes into account the structured nature of the evaluation points. This approach improves upon the existing technique of bounding the information gain with maximum information gain.

Citations (16)

Summary

We haven't generated a summary for this paper yet.