BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization.
Maximilian BalandatBrian KarrerDaniel R. JiangSamuel DaultonBenjamin LethamAndrew Gordon WilsonEytan BakshyPublished in: NeurIPS (2020)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- adaptive sampling
- monte carlo simulation
- importance sampling
- efficient optimization
- simulation study
- monte carlo tree search
- temporal difference
- statistical inference
- markovian decision
- learning algorithm
- stochastic approximation
- monte carlo method
- variance reduction
- markov chain monte carlo
- posterior distribution
- kalman filter
- state space