Risk Seeking Bayesian Optimization under Uncertainty for Obtaining Extremum.
Shogo IwazakiTomohiko TanabeMitsuru IrieShion TakenoYu InatsuPublished in: AISTATS (2024)
Keyphrases
- risk measures
- robust optimization
- decision theory
- optimization algorithm
- expected utility
- dempster shafer
- risk averse
- bayesian learning
- decision making
- efficient optimization
- risk management
- portfolio optimization
- data driven
- global optimization
- high risk
- posterior distribution
- optimization process
- data sets
- mathematical programming
- multiple objectives
- bayesian inference
- inherent uncertainty
- chance constraints
- critical points
- possibility theory
- risk analysis
- risk factors
- uncertain data
- model selection
- decision support system
- bayesian networks
- learning algorithm