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Stagewise Safe Bayesian Optimization with Gaussian Processes
Yanan Sui · Vincent Zhuang · Joel Burdick · Yisong Yue

Wed Jul 11 09:15 AM -- 12:00 PM (PDT) @ Hall B #43

Enforcing safety is a key aspect of many problems pertaining to sequential decision making under uncertainty, which require the decisions made at every step to be both informative of the optimal decision and also safe. For example, we value both efficacy and comfort in medical therapy, and efficiency and safety in robotic control. We consider this problem of optimizing an unknown utility function with absolute feedback or preference feedback subject to unknown safety constraints. We develop an efficient safe Bayesian optimization algorithm, StageOpt, that separates safe region expansion and utility function maximization into two distinct stages. Compared to existing approaches which interleave between expansion and optimization, we show that StageOpt is more efficient and naturally applicable to a broader class of problems. We provide theoretical guarantees for both the satisfaction of safety constraints as well as convergence to the optimal utility value. We evaluate StageOpt on both a variety of synthetic experiments, as well as in clinical practice. We demonstrate that StageOpt is more effective than existing safe optimization approaches, and is able to safely and effectively optimize spinal cord stimulation therapy in our clinical experiments.

Author Information

Yanan Sui (Stanford)
Vincent Zhuang (Caltech)
Joel Burdick (Caltech)
Yisong Yue (Caltech)
Yisong Yue

Yisong Yue is a Professor of Computing and Mathematical Sciences at Caltech and (via sabbatical) a Principal Scientist at Latitude AI. His research interests span both fundamental and applied pursuits, from novel learning-theoretic frameworks all the way to deep learning deployed in autonomous driving on public roads. His work has been recognized with multiple paper awards and nominations, including in robotics, computer vision, sports analytics, machine learning for health, and information retrieval. At Latitude AI, he is working on machine learning approaches to motion planning for autonomous driving.

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