Efficient Distributionally Robust Bayesian Optimization with Worst-case Sensitivity.
Sebastian Shenghong TayChuan Sheng FooUrano DaisukeRichalynn LeongBryan Kian Hsiang LowPublished in: ICML (2022)
Keyphrases
- worst case
- robust optimization
- efficient optimization
- optimization algorithm
- computationally efficient
- data sets
- optimization method
- highly efficient
- stochastic programming
- maximum likelihood
- lower bound
- upper bound
- optimization problems
- data driven
- combinatorial optimization
- error bounds
- mathematical programming
- optimization model
- average case
- bayesian networks
- genetic algorithm