Distributionally Robust Bayesian Optimization with φ-divergences.
Hisham HusainVu NguyenAnton van den HengelPublished in: CoRR (2022)
Keyphrases
- robust optimization
- optimization problems
- efficient optimization
- global optimization
- stochastic programming
- bayesian learning
- norm minimization
- computationally efficient
- optimization algorithm
- robust estimation
- optimization method
- monte carlo sampling
- optimization process
- decision theory
- mathematical programming
- optimization model
- bayesian networks
- maximum entropy
- maximum likelihood
- dynamic programming
- evolutionary algorithm