Variance regularization in sequential Bayesian optimization
Year of publication: |
2020
|
---|---|
Authors: | Kim, Michael Jong |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 3, p. 966-992
|
Subject: | Bayesian dynamic programming | variance regularization | exploration-exploitation trade-off | approximation error bounds | strong consistency | Bayes-Statistik | Bayesian inference | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
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