Researcher profile

Peter I. Frazier

Peter I. Frazier contributes to research discovery and scholarly infrastructure.

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Published work

6 published item(s)

preprint2026arXiv

Better Protein Function Prediction by Modeling Survivorship Bias

Protein sequence data from nature exhibits survivorship bias: we only observe data from those organisms that survive and reproduce, while non-functional protein mutations are eliminated by natural selection. Thus, predicting whether a protein sequence is functional often requires learning from positive examples alone. While positive-unlabeled (PU) learning frameworks offer a generic solution to this problem, existing PU methods ignore the evolutionary processes that shape sequence observability and cause survivorship bias. Consider a sequence that is one mutation away from a commonly-observed protein variant in a well-surveilled organism. If the sequence were functional, it would likely be observed. If it is not observed, this suggests non-functionality. In contrast, sequences that are unlikely to arise through mutation may be missing simply because they never arose. Thus, these two kinds of missing sequences should be treated differently when training models. In this work, we propose Evo-PU, a PU learning framework that uses a scientific understanding of nucleotide mutation to model survivorship bias for well-surveilled single-organism sequence data. On three prediction tasks using single-organism uniform-coverage surveillance data -- predicting results from held-out influenza and respiratory syncytial virus (RSV) mutagenesis studies, and predicting future SARS-CoV-2 variants -- Evo-PU outperforms standard PU learning, one-class classification (OCC), and protein language models (PLMs). On prediction tasks from multi-organism ProteinGym datasets with more heterogeneous surveillance coverage, we identify opportunities to generalize our approach.

preprint2022arXiv

Dynamic Pricing Provides Robust Equilibria in Stochastic Ridesharing Networks

Ridesharing markets are complex: drivers are strategic, rider demand and driver availability are stochastic, and complex city-scale phenomena like weather induce large scale correlation across space and time. At the same time, past work has focused on a subset of these challenges. We propose a model of ridesharing networks with strategic drivers, spatiotemporal dynamics, and stochasticity. Supporting both computational tractability and better modeling flexibility than classical fluid limits, we use a two-level stochastic model that allows correlated shocks caused by weather or large public events. Using this model, we propose a novel pricing mechanism: stochastic spatiotemporal pricing (SSP). We show that the SSP mechanism is asymptotically incentive-compatible and that all (approximate) equilibria of the resulting game are asymptotically welfare-maximizing when the market is large enough. The SSP mechanism iteratively recomputes prices based on realized demand and supply, and in this sense prices dynamically. We show that this is critical: while a static variant of the SSP mechanism (whose prices vary with the market-level stochastic scenario but not individual rider and driver decisions) has a sequence of asymptotically welfare-optimal approximate equilibria, we demonstrate that it also has other equilibria producing extremely low social welfare. Thus, we argue that dynamic pricing is important for ensuring robustness in stochastic ride-sharing networks.

preprint2022arXiv

Near-optimality for infinite-horizon restless bandits with many arms

Restless bandits are an important class of problems with applications in recommender systems, active learning, revenue management and other areas. We consider infinite-horizon discounted restless bandits with many arms where a fixed proportion of arms may be pulled in each period and where arms share a finite state space. Although an average-case-optimal policy can be computed via stochastic dynamic programming, the computation required grows exponentially with the number of arms $N$. Thus, it is important to find scalable policies that can be computed efficiently for large $N$ and that are near optimal in this regime, in the sense that the optimality gap (i.e. the loss of expected performance against an optimal policy) per arm vanishes for large $N$. However, the most popular approach, the Whittle index, requires a hard-to-verify indexability condition to be well-defined and another hard-to-verify condition to guarantee a $o(N)$ optimality gap. We present a method resolving these difficulties. By replacing a global Lagrange multiplier used by the Whittle index with a sequence of Lagrangian multipliers, one per time period up to a finite truncation point, we derive a class of policies, called fluid-balance policies, that have a $O(\sqrt{N})$ optimality gap. Unlike the Whittle index, fluid-balance policies do not require indexability to be well-defined and their $O(\sqrt{N})$ optimality gap bound holds universally without sufficient conditions. We also demonstrate empirically that fluid-balance policies provide state-of-the-art performance on specific problems.

preprint2022arXiv

Thinking inside the box: A tutorial on grey-box Bayesian optimization

Bayesian optimization (BO) is a framework for global optimization of expensive-to-evaluate objective functions. Classical BO methods assume that the objective function is a black box. However, internal information about objective function computation is often available. For example, when optimizing a manufacturing line's throughput with simulation, we observe the number of parts waiting at each workstation, in addition to the overall throughput. Recent BO methods leverage such internal information to dramatically improve performance. We call these "grey-box" BO methods because they treat objective computation as partially observable and even modifiable, blending the black-box approach with so-called "white-box" first-principles knowledge of objective function computation. This tutorial describes these methods, focusing on BO of composite objective functions, where one can observe and selectively evaluate individual constituents that feed into the overall objective; and multi-fidelity BO, where one can evaluate cheaper approximations of the objective function by varying parameters of the evaluation oracle.

preprint2021arXiv

Bayesian Optimization of Function Networks

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in reinforcement learning, engineering design, and manufacturing. While the standard Bayesian optimization approach observes only the final output, our approach delivers greater query efficiency by leveraging information that the former ignores: intermediate output within the network. This is achieved by modeling the nodes of the network using Gaussian processes and choosing the points to evaluate using, as our acquisition function, the expected improvement computed with respect to the implied posterior on the objective. Although the non-Gaussian nature of this posterior prevents computing our acquisition function in closed form, we show that it can be efficiently maximized via sample average approximation. In addition, we prove that our method is asymptotically consistent, meaning that it finds a globally optimal solution as the number of evaluations grows to infinity, thus generalizing previously known convergence results for the expected improvement. Notably, this holds even though our method might not evaluate the domain densely, instead leveraging problem structure to leave regions unexplored. Finally, we show that our approach dramatically outperforms standard Bayesian optimization methods in several synthetic and real-world problems.

preprint2020arXiv

Multi-Attribute Bayesian Optimization With Interactive Preference Learning

We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of attributes and each vector of attributes is assigned a utility by the DM's utility function, which may be learned approximately using preferences expressed over pairs of attribute vectors. Past work has used a point estimate of this utility function as if it were error-free within single-objective optimization. However, utility estimation errors may yield a poor suggested design. Furthermore, this approach produces a single suggested "best" design, whereas DMs often prefer to choose from a menu. We propose a novel multi-attribute Bayesian optimization with preference learning approach. Our approach acknowledges the uncertainty in preference estimation and implicitly chooses designs to evaluate that are good not just for a single estimated utility function but a range of likely ones. The outcome of our approach is a menu of designs and evaluated attributes from which the DM makes a final selection. We demonstrate the value and flexibility of our approach in a variety of experiments.