A Nonmyopic Approach to Cost-Constrained Bayesian Optimization.

Eric Hans Lee David Eriksson Valerio Perrone Matthias W. Seeger

Published in: CoRR (2021)

Keyphrases

concave convex procedure
optimization algorithm
optimization problems
data driven
bayesian inference
optimization methods
optimization method
total cost
minimum cost
cost sensitive
constrained optimization
multiple objectives
high cost
bayesian learning
bayesian estimation
lagrange multipliers
monte carlo sampling