Probabilistic Line Searches for Stochastic Optimization.
Maren MahsereciPhilipp HennigPublished in: CoRR (2017)
Keyphrases
- stochastic optimization
- multistage
- line segments
- generative model
- probabilistic model
- feature selection
- search algorithm
- reinforcement learning
- state space
- case based reasoning
- machine learning
- bayesian networks
- decision making
- combinatorial optimization
- search strategies
- posterior probability
- uncertain data
- belief networks
- robust optimization