Indirect Query Bayesian Optimization (IQBO) is a framework developed for a new class of Bayesian optimization problems where the integrated feedback is given via a conditional expectation of the unknown function to be optimized. The underlying conditional distribution can be unknown and learned from data. The goal is to find the global optimum of the function by adaptively querying and observing in the space transformed by the conditional distribution. This approach is motivated by real-world applications where direct feedback is inaccessible due to privacy, hardware, or computational constraints. The framework introduces the Conditional Max-Value Entropy Search (CMES) acquisition function to address this novel setting and proposes a hierarchical search algorithm to improve computational efficiency. Regret bounds for the proposed methods are shown, and the effectiveness of the approaches is demonstrated on simulated optimization tasks.
Bayesian Optimization
Conditional Max-Value Entropy Search
Simulated optimization tasks
Regret bounds
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No
No
Handles indirect feedback, improves computational efficiency
No
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No
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Optimization in privacy-constrained environments
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No
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0.00
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01/01/1970
01/01/1970
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Yes