Partition-Based Bayesian Optimization for Stochastic Simulations.
Songhao WangSzu Hui NgPublished in: WSC (2020)
Keyphrases
- stochastic optimization
- monte carlo sampling
- stochastic programming
- optimization algorithm
- constrained optimization
- bayesian networks
- efficient optimization
- global optimization
- stochastic search
- optimization process
- monte carlo methods
- optimization method
- posterior distribution
- data driven
- optimization problems
- probabilistic model
- data sets
- optimal control problems
- discrete optimization
- posterior probability
- search algorithm
- feature selection