Portfolio Allocation for Bayesian Optimization.
Matthew HoffmanEric BrochuNando de FreitasPublished in: UAI (2011)
Keyphrases
- optimization algorithm
- optimization problems
- global optimization
- optimization method
- efficient optimization
- portfolio management
- neural network
- discrete optimization
- combinatorial optimization
- maximum likelihood
- data driven
- decision making
- probability distribution
- objective function
- bayesian networks
- bayesian inference
- posterior distribution
- optimization process
- bayesian learning
- portfolio selection
- image segmentation
- database
- bayesian decision