Referencing causal BO in section 11.9

[neildhir]

Description of issue

I think the reference to causal Bayesian optimization would fit beautifully in section 11.9 where you talk about scenarios where optimization is influenced by exogenous factors. Causal inference is explicitly defined as exogenous factors (see page 207 of Pearl, 2009) in that modelling paradigm. Recent work (see Aglietti et al. 2020, Aglietti et al. 2020, Aglietti et al. 2021) have introduced this notion into the BO framework*.

*This is a shameless plug but I am joint first-author of the second paper.

Proposed resolution Because causal inference so clearly models exogenous factors, reference to related causal BO work may be useful to some readers. There is also additional BO robot work by e.g. Roberto Calandra that would fit very nicely in this section.

Additional context None

Additional context None

[bayesoptbook]

@neildhir can you provide links to the latter two papers?

[neildhir]

Yeah sure, the three papers in question are:

• Causal Bayesian Optimization
• Multi-task Causal Learning with Gaussian Processes
• Dynamic Causal Bayesian Optimization

There we go.

[bayesoptbook]

I'm afraid I wasn't able to squeeze this in in the end (maybe the next edition!). But I will leave this issue open so that these important references remain accessible!