Meta-VBO: Utilizing Prior Tasks in Optimizing Risk Measures with Gaussian Processes.
Quoc Phong NguyenBryan Kian Hsiang LowPatrick JailletPublished in: ICLR (2024)
Keyphrases
- gaussian processes
- risk measures
- multitask learning
- multi task learning
- multi task
- gaussian process
- gaussian process regression
- covariance function
- gaussian process models
- prior knowledge
- hyperparameters
- learning tasks
- maximum a posteriori
- regression model
- maximum likelihood
- bayesian inference
- prior information
- machine learning algorithms
- risk averse
- simulated annealing
- dynamic programming