Gaussian process optimization with failures: classification and convergence proof.

François Bachoc Céline Helbert Victor Picheny

Published in: J. Glob. Optim. (2020)

Keyphrases

gaussian process
convergence proof
model selection
latent variables
bayesian framework
decision trees
stochastic gradient
approximate inference
training set
regression model
hyperparameters
feature space
machine learning
random variables
cross validation
upper bound
support vector machine
feature selection