Portfolio Allocation for Bayesian Optimization
Eric BrochuMatthew W. HoffmanNando de FreitasPublished in: CoRR (2010)
Keyphrases
- optimization algorithm
- optimization problems
- optimization process
- optimization method
- global optimization
- efficient optimization
- portfolio optimization
- discrete optimization
- posterior probability
- data driven
- maximum likelihood
- gaussian processes
- bayesian learning
- social welfare
- probabilistic model
- decision making
- database