Adjusted Expected Improvement for Cumulative Regret Minimization in Noisy Bayesian Optimization.
Shouri HuHaowei WangZhongxiang DaiBryan Kian Hsiang LowSzu Hui NgPublished in: CoRR (2022)
Keyphrases
- regret minimization
- optimization problems
- optimization algorithm
- optimization process
- game theoretic
- global optimization
- decision making
- efficient optimization
- bayesian inference
- noisy data
- optimization method
- significant improvement
- bayesian networks
- neural network
- nash equilibrium
- gaussian processes
- noisy environments
- monte carlo sampling