Optimistic Bayesian Optimization with Unknown Constraints.
Quoc Phong NguyenWan Theng Ruth ChewLe SongBryan Kian Hsiang LowPatrick JailletPublished in: ICLR (2024)
Keyphrases
- constrained optimization
- efficient optimization
- optimization criteria
- optimization problems
- optimization algorithm
- optimization method
- bayesian networks
- bayesian estimation
- global optimization
- optimization process
- highly non linear
- decision theory
- posterior probability
- constraint programming
- maximum likelihood
- penalty function
- np hard optimization problems
- search algorithm
- monte carlo sampling
- bayesian analysis
- lower bound
- cost function
- discrete optimization
- lagrange multipliers
- optimization methods
- bayesian learning
- resource constraints
- data sets
- bayesian inference