Improving sample efficiency of high dimensional Bayesian optimization with MCMC.
Zeji YiYunyue WeiChu Xin ChengKaibo HeYanan SuiPublished in: CoRR (2024)
Keyphrases
- high dimensional
- markov chain monte carlo
- posterior distribution
- bayesian inference
- optimization algorithm
- sparse data
- global optimization
- similarity search
- optimization method
- feature space
- sample size
- efficient optimization
- bayesian networks
- posterior probability
- monte carlo
- multi dimensional
- nearest neighbor
- data points
- generative model
- low dimensional
- optimization methods
- particle filtering
- optimization problems
- variable selection
- optimization process
- gaussian processes
- bayesian learning
- bayesian model
- small sample
- support vector