Optimization with Gradient-Boosted Trees and Risk Control.
Miten MistryDimitrios LetsiosRuth MisenerGerhard KrennrichRobert M. LeePublished in: CoRR (2018)
Keyphrases
- control system
- neural network
- risk assessment
- global optimization
- multiscale
- control strategy
- risk management
- decision trees
- decision support system
- combinatorial optimization
- decision making
- control method
- real time
- control theory
- optimization problems
- optimization algorithm
- optimization process
- tree structures
- gradient information
- steepest descent method