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Principled Bayesian Optimisation in Collaboration with Human Experts

Principled Bayesian Optimisation in Collaboration with Human Experts

Bayesian optimisation for real-world problems is often performed interactively with human experts, and integrating their domain knowledge is key to accelerate the optimisation process. We consider a setup where experts provide advice on the next query point through binary accept/reject recommendations (labels). Experts' labels are often costly, requiring efficient use …