Gaussian Process Based Optimistic Knapsack Sampling with Applications to Stochastic Resource Allocation.
Sondre GlimsdalOle-Christoffer GranmoPublished in: MAICS (2013)
Keyphrases
- resource allocation
- gaussian process
- gaussian processes
- monte carlo
- hyperparameters
- random sampling
- regression model
- approximate inference
- gaussian process regression
- bayesian framework
- latent variables
- semi supervised
- model selection
- resource allocation problems
- allocation problems
- sample size
- gaussian process models
- resource allocation decisions
- flow network
- expectation propagation
- dynamic programming
- closed form
- active learning
- marginal likelihood
- covariance function
- resource allocation and scheduling
- posterior distribution
- bayesian inference
- upper bound
- feature selection
- learning algorithm