A sampling criterion for constrained Bayesian optimization with uncertainties.
Mohamed Reda El AmriRodolphe Le RicheCéline HelbertChristophette Blanchet-ScallietPublished in: CoRR (2021)
Keyphrases
- concave convex procedure
- optimization algorithm
- optimization problems
- optimization criteria
- minimum description length
- random sampling
- global optimization
- constrained optimization
- posterior probability
- sampling strategy
- optimization method
- data driven
- feature selection
- sample size
- parameter estimation
- neural network
- optimization methods
- maximum likelihood
- lagrange multipliers
- discrete optimization
- cost function
- support vector
- bayesian networks
- efficient optimization
- adaptive sampling
- monte carlo sampling
- bayesian decision