Distributionally Robust Bayesian Optimization with φ-divergences.

Hisham Husain Vu Nguyen Anton van den Hengel

Published in: NeurIPS (2023)

Keyphrases

robust optimization
global optimization
stochastic programming
computationally efficient
data sets
optimization algorithm
decision theory
bayesian estimation
monte carlo sampling
data driven
bayesian inference
mathematical programming
constrained optimization
robust estimation
kullback leibler
bayesian decision