Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach.

Rémi Lam Karen Willcox David H. Wolpert

Published in: NIPS (2016)

Keyphrases

approximate dynamic programming
linear program
dynamic programming
reinforcement learning
stochastic dynamic programming
optimization algorithm
step size
linear programming
control policy
multiresolution
special case
finite number
decision theory
budget constraints