Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need.
Shangda YangVitaly ZankinMaximilian BalandatStefan SchererKevin CarlbergNeil WaltonKody J. H. LawPublished in: CoRR (2024)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- adaptive sampling
- markov chain monte carlo
- simulation study
- markovian decision
- optimal strategy
- variance reduction
- monte carlo method
- policy evaluation
- posterior probability
- monte carlo tree search
- point processes
- machine learning
- stochastic approximation
- genetic algorithm