Scaling Bayesian Optimization up to Higher Dimensions: a Review and Comparison of Recent Algorithms.
Benoît ChoffinNaonori UedaPublished in: MLSP (2018)
Keyphrases
- optimization problems
- discrete optimization
- computational cost
- machine learning
- optimization methods
- orders of magnitude
- optimization algorithm
- monte carlo sampling
- computationally efficient
- theoretical analysis
- search algorithm
- efficient optimization
- combinatorial optimization
- objective function
- data mining
- optimization process
- optimization approaches
- stochastic search
- global convergence
- evolution strategy
- bayesian methods
- computational complexity
- recently developed
- data structure
- maximum likelihood