Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting.
Aleksei UstimenkoAleksandr BeznosikovPublished in: CoRR (2023)
Keyphrases
- transaction costs
- optimization algorithm
- optimization method
- random sampling
- machine learning
- feature selection
- optimization problems
- sample size
- monte carlo
- global optimization
- sampling strategy
- optimization process
- optimization model
- adaptive sampling
- data sets
- evolution strategy
- constrained optimization
- ensemble learning
- optimization methods
- particle swarm optimization
- neural network