Computationally Efficient High-Dimensional Bayesian Optimization via Variable Selection.
Yihang ShenCarl KingsfordPublished in: CoRR (2021)
Keyphrases
- variable selection
- high dimensional
- computationally efficient
- stochastic search
- input variables
- dimension reduction
- cross validation
- linear models
- high dimensionality
- model selection
- group lasso
- optimization problems
- dimensionality reduction
- bayesian networks
- high dimensional data
- sparsity inducing
- feature space
- data points
- gaussian processes
- efficient optimization
- low dimensional
- number of input variables