A Nonmyopic Approach to Cost-Constrained Bayesian Optimization.
Eric Hans LeeDavid ErikssonValerio PerroneMatthias W. SeegerPublished in: UAI (2021)
Keyphrases
- optimization problems
- concave convex procedure
- efficient optimization
- bayesian networks
- global optimization
- combinatorial optimization
- bayesian learning
- cost sensitive
- optimization methods
- lagrange multipliers
- discrete optimization
- objective function
- multi class
- data driven
- optimization method
- multi objective
- bayesian inference
- posterior distribution
- constrained optimization
- cost reduction
- case study