Robust Bayesian Optimization via Localized Online Conformal Prediction

Dongwon Kim, Matteo Zecchin, Sangwoo Park, Joonhyuk Kang, Osvaldo Simeone

Usage

Run

For synthetic objective function (Ackley function)

python LOCBO_Ackley.py 1 OCEI 5 64 5 2

For radio resource management problem

python LOCBO_CUAV.py 4 10 40 1 0.7 0 1

Notes

To run the code, the following packages are necessary:

torch for running Bayesian Optimization.

Botorch 0.9.5 for running Bayesian optimization.