Input Warping for Bayesian Optimization of Non-Stationary Functions.
Jasper SnoekKevin SwerskyRichard S. ZemelRyan P. AdamsPublished in: ICML (2014)
Keyphrases
- non stationary
- adaptive algorithms
- empirical mode decomposition
- optimization problems
- temporal evolution
- blind source separation
- image warping
- stock price
- fractional brownian motion
- autoregressive
- concept drift
- maximum likelihood
- bayesian networks
- financial time series
- white noise
- object detection
- efficient optimization
- image processing