Computationally Efficient High-Dimensional Bayesian Optimization via Variable Selection.
Yihang ShenCarl KingsfordPublished in: AutoML (2023)
Keyphrases
- variable selection
- high dimensional
- computationally efficient
- stochastic search
- input variables
- linear models
- cross validation
- dimension reduction
- low dimensional
- model selection
- group lasso
- dimensionality reduction
- optimization problems
- efficient optimization
- high dimensional data
- high dimensionality
- data points
- feature space
- maximum likelihood
- nearest neighbor
- probabilistic model
- evolutionary algorithm
- bayesian networks