Monte Carlo Tree Search based Variable Selection for High Dimensional Bayesian Optimization.
Lei SongKe XueXiaobin HuangChao QianPublished in: CoRR (2022)
Keyphrases
- variable selection
- high dimensional
- monte carlo tree search
- input variables
- bayesian reinforcement learning
- monte carlo
- cross validation
- dimension reduction
- high dimensional data
- feature space
- evaluation function
- dimensionality reduction
- low dimensional
- model selection
- feature selection
- high dimensionality
- sparsity inducing
- data mining
- nearest neighbor
- particle filter
- control system
- active learning
- preprocessing
- pattern recognition
- bayesian networks
- data sets