Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimization.
Anthony BardouPatrick ThiranThomas BeginPublished in: CoRR (2023)
Keyphrases
- high dimensional
- constrained optimization
- dimensionality reduction
- lower bound
- optimization algorithm
- loss function
- low dimensional
- online learning
- optimization problems
- soft constraints
- efficient optimization
- penalty function
- high dimensionality
- similarity search
- worst case
- peer to peer
- optimization method
- parameter space
- data points
- multi agent
- feature selection
- decision variables
- lagrange multipliers
- optimization criteria
- genetic algorithm