A Gradient Based Strategy for Hamiltonian Monte Carlo Hyperparameter Optimization.
Andrew CampbellWenlong ChenVincent StimperJosé Miguel Hernández-LobatoYichuan ZhangPublished in: ICML (2021)
Keyphrases
- monte carlo
- optimal strategy
- matrix inversion
- monte carlo methods
- markov chain
- adaptive sampling
- monte carlo simulation
- simulation study
- importance sampling
- particle filter
- monte carlo tree search
- quasi monte carlo
- monte carlo method
- point processes
- global illumination
- temporal difference
- gaussian process
- combinatorial optimization