Value-at-Risk Optimization with Gaussian Processes.
Quoc Phong NguyenZhongxiang DaiBryan Kian Hsiang LowPatrick JailletPublished in: CoRR (2021)
Keyphrases
- gaussian processes
- gaussian process
- gaussian process regression
- ordinal regression
- covariance function
- multi task learning
- multitask learning
- preference learning
- model selection
- hyperparameters
- human pose estimation
- gaussian process models
- bayesian networks
- multi task
- random variables
- particle filter
- probabilistic model
- prior knowledge