Scalable First-Order Bayesian Optimization via Structured Automatic Differentiation.
Sebastian AmentCarla P. GomesPublished in: CoRR (2022)
Keyphrases
- higher order
- optimization problems
- data driven
- efficient optimization
- bayesian networks
- bayesian inference
- global optimization
- combinatorial optimization
- fully automatic
- structured data
- semi automatic
- evolutionary algorithm
- constrained optimization
- optimization method
- lightweight
- maximum likelihood
- optimization methods
- optimization process
- gaussian processes
- decision theory
- discrete optimization
- case study