A comparison of mixed-variables Bayesian optimization approaches.
Jhouben Cuesta-RamirezRodolphe Le RicheOlivier RoustantGuillaume PerrinCédric DurantinAlain GlièrePublished in: CoRR (2021)
Keyphrases
- optimization approaches
- optimization methods
- bayesian networks
- maximum likelihood
- data sets
- variable selection
- random variables
- case study
- mathematical programming
- posterior probability
- stage stochastic programs
- input variables
- cross validation
- model selection
- particle swarm optimization
- simulated annealing
- cost function
- special case
- high dimensional
- objective function