Random search in high dimensional stochastic optimization.
Russell C. H. ChengPublished in: WSC (2010)
Keyphrases
- stochastic optimization
- random search
- high dimensional
- simulated annealing
- multistage
- genetic algorithm
- low dimensional
- parameter optimization
- search space
- dimensionality reduction
- feature space
- parameter space
- configuration space
- high dimensional data
- feature selection
- search algorithm
- kernel function
- robust optimization
- metaheuristic
- decision making
- kernel methods
- feature extraction
- least squares
- control system