Adversarially Robust Optimization with Gaussian Processes.
Ilija BogunovicJonathan ScarlettStefanie JegelkaVolkan CevherPublished in: NeurIPS (2018)
Keyphrases
- robust optimization
- gaussian processes
- gaussian process
- mathematical programming
- gaussian process regression
- gaussian process models
- hyperparameters
- semidefinite programming
- decision theory
- model selection
- lot sizing
- multi task
- training data
- bayesian framework
- denoising
- feature vectors
- high dimensional
- lower bound
- objective function