Adversarially Robust Optimization with Gaussian Processes.

Ilija Bogunovic Jonathan Scarlett Stefanie Jegelka Volkan Cevher

Published in: CoRR (2018)

Keyphrases

robust optimization
gaussian processes
gaussian process
mathematical programming
gaussian process regression
lot sizing
multi task
decision theory
feature space
pairwise
higher order
dimensionality reduction
random sampling
hyperparameters
gaussian process models