Distributionally Robust Bayesian Optimization.
Johannes KirschnerIlija BogunovicStefanie JegelkaAndreas KrausePublished in: CoRR (2020)
Keyphrases
- robust optimization
- stochastic programming
- data driven
- computationally efficient
- real time
- global optimization
- simultaneous optimization
- constrained optimization
- optimization methods
- optimization algorithm
- combinatorial optimization
- probabilistic model
- objective function
- gaussian processes
- robust estimation
- decision theory
- bayesian estimation
- database systems
- website
- efficient optimization
- data sets