Variance Regularization in Sequential Bayesian Optimization.
Michael Jong KimPublished in: Math. Oper. Res. (2020)
Keyphrases
- optimization problems
- bayesian estimation
- risk minimization
- kernel machines
- optimization methods
- global optimization
- genetic algorithm
- objective function
- efficient optimization
- stochastic gradient descent
- optimization algorithm
- bayesian networks
- deterministic annealing
- covariance matrix
- cost function
- combinatorial optimization
- optimization method
- standard deviation
- bayesian inference
- optimization process
- parameter selection
- loss function
- model selection
- data driven
- markov random field
- multi objective