Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting.
Aleksei UstimenkoAleksandr BeznosikovPublished in: ICLR (2024)
Keyphrases
- transaction costs
- optimization problems
- optimization process
- global optimization
- monte carlo
- neural network
- optimization model
- combinatorial optimization
- optimization algorithm
- multi class
- evolutionary algorithm
- ensemble methods
- random sampling
- search algorithm
- feature selection
- discrete optimization
- data sets
- optimization strategies