Distributionally Robust Bayesian Quadrature Optimization.
Thanh Tang NguyenSunil GuptaHuong HaSantu RanaSvetha VenkateshPublished in: AISTATS (2020)
Keyphrases
- robust optimization
- optimization algorithm
- optimization problems
- efficient optimization
- bayesian networks
- computationally efficient
- optimization method
- decision theory
- norm minimization
- data sets
- stochastic programming
- parameter tuning
- monte carlo sampling
- bayesian estimation
- optimization model
- global optimization
- probabilistic model
- neural network