Quantile Learn-Then-Test: Quantile-Based Risk Control for Hyperparameter Optimization.
Amirmohammad FarzanehSangwoo ParkOsvaldo SimeonePublished in: CoRR (2024)
Keyphrases
- regularized kernel
- global optimization
- central limit theorem
- optimization problems
- optimization algorithm
- optimization method
- decision support system
- data acquisition
- machine learning
- control strategy
- optimization process
- control system
- constrained optimization
- risk assessment
- risk analysis
- risk measures
- genetic algorithm