Epsilon-Greedy Thompson Sampling to Bayesian Optimization.
Bach DoRuda ZhangPublished in: CoRR (2024)
Keyphrases
- global optimization
- optimization algorithm
- constrained optimization
- optimization problems
- stochastic search
- optimization method
- markov chain monte carlo
- monte carlo
- feature selection
- random sampling
- optimization process
- search space
- search algorithm
- monte carlo sampling
- sampled data
- bayesian estimation
- bayesian learning
- global search
- gaussian processes
- bayesian inference
- posterior probability
- combinatorial optimization
- maximum likelihood
- dynamic programming