Selected publications

1. preprint

   Preferential Heteroscedastic Bayesian Optimization with Informative Noise Distribution

   Sinaga, Marshal, Martinelli, Julien, Garg, Vikas, and Kaski, Samuel

   2024

   Abs Paper

   Preferential Bayesian optimization (PBO) is a sample-efficient framework for learning human preferences between candidate designs. PBO classically relies on homoscedastic noise models to represent human aleatoric uncertainty. Yet, such noise fails to accurately capture the varying levels of human aleatoric uncertainty, particularly when the user possesses partial knowledge among different pairs of candidates. For instance, a chemist with solid expertise in glucose-related molecules may easily compare two compounds from that family while struggling to compare alcohol-related molecules. Currently, PBO overlooks this uncertainty during the search for a new candidate through the maximization of the acquisition function, consequently underestimating the risk associated with human uncertainty. To address this issue, we propose a heteroscedastic noise model to capture human aleatoric uncertainty. This model adaptively assigns noise levels based on the distance of a specific input to a predefined set of reliable inputs known as anchors provided by the human. Anchors encapsulate partial knowledge and offer insight into the comparative difficulty of evaluating different candidate pairs. Such a model can be seamlessly integrated into the acquisition function, thus leading to candidate design pairs that elegantly trade informativeness and ease of comparison for the human expert. We perform an extensive empirical evaluation of the proposed approach, demonstrating a consistent improvement over homoscedastic PBO.

2. Neurips 2025

   Robust and Computation-Aware Gaussian Processes

   Sinaga, Marshal, Martinelli, Julien, and Kaski, Samuel

   2025

   Abs Paper

   Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by outliers, standard GPs and their sparse approximations struggle with computational tractability and robustness. We introduce Robust Computation-aware Gaussian Process (RCaGP), a novel GP model that jointly addresses these challenges by combining a principled treatment of approximation-induced uncertainty with robust generalized Bayesian updating. The key insight is that robustness and approximation-awareness are not orthogonal but intertwined: approximations can exacerbate the impact of outliers, and mitigating one without the other is insufficient. Unlike previous work that focuses narrowly on either robustness or approximation quality, RCaGP combines both in a principled and scalable framework, thus effectively managing both outliers and computational uncertainties introduced by approximations such as low-rank matrix multiplications. Our model ensures more conservative and reliable uncertainty estimates, a property we rigorously demonstrate. Additionally, we establish a robustness property and show that the mean function is key to preserving it, motivating a tailored model selection scheme for robust mean functions. Empirical results confirm that solving these challenges jointly leads to superior performance across both clean and outlier-contaminated settings, both on regression and high-throughput Bayesian optimization benchmarks.