Value-at-Risk Optimization with Gaussian Processes.

Quoc Phong Nguyen Zhongxiang Dai Bryan Kian Hsiang Low Patrick Jaillet

Published in: ICML (2021)

Keyphrases

gaussian processes
gaussian process
gaussian process regression
ordinal regression
multi task learning
multitask learning
covariance function
gaussian process models
human pose estimation
preference learning
relevance vector machine
hyperparameters
multi task
feature selection
high dimensional