Improving sample efficiency of high dimensional Bayesian optimization with MCMC.
Zeji YiYunyue WeiChu Xin ChengKaibo HeYanan SuiPublished in: L4DC (2024)
Keyphrases
- high dimensional
- posterior probability
- markov chain monte carlo
- posterior distribution
- low dimensional
- small sample
- optimization problems
- global optimization
- bayesian networks
- bayesian inference
- markov chain
- optimization process
- optimization algorithm
- high dimensional data
- dimensionality reduction
- constrained optimization
- multi dimensional
- variable selection
- monte carlo sampling
- bayesian learning
- particle filtering
- gene expression data
- image reconstruction
- similarity search
- parameter estimation
- data points
- probabilistic model