Monte Carlo Tree Search based Variable Selection for High Dimensional Bayesian Optimization.
Lei SongKe XueXiaobin HuangChao QianPublished in: NeurIPS (2022)
Keyphrases
- variable selection
- high dimensional
- monte carlo tree search
- bayesian reinforcement learning
- input variables
- monte carlo
- cross validation
- model selection
- low dimensional
- optimization problems
- dimensionality reduction
- dimension reduction
- high dimensional data
- efficient optimization
- evaluation function
- machine learning
- bayesian networks
- sparsity inducing
- nearest neighbor
- feature selection
- genetic algorithm
- evolutionary algorithm
- data analysis