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Bayesian Distributionally Robust Optimization

open access: yesSIAM Journal on Optimization, 2023
We introduce a new framework, Bayesian Distributionally Robust Optimization (Bayesian-DRO), for data-driven stochastic optimization where the underlying distribution is unknown. Bayesian-DRO contrasts with most of the existing DRO approaches in the use of Bayesian estimation of the unknown distribution.
Enlu Zhou   +2 more
exaly   +3 more sources
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Stable Bayesian Optimization

International Journal of Data Science and Analytics, 2017
Tuning hyperparameters of machine learning models is important for their performance. Bayesian optimization has recently emerged as a de-facto method for this task. The hyperparameter tuning is usually performed by looking at model performance on a validation set.
Thanh Dai Nguyen   +3 more
openaire   +1 more source

Bayesian optimization and genericity

Operations Research Letters, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Cascade Bayesian Optimization

2016
Multi-stage cascade processes are fairly common, especially in manufacturing industry. Precursors or raw materials are transformed at each stage before being used as the input to the next stage. Setting the right control parameters at each stage is important to achieve high quality products at low cost.
Thanh Dai Nguyen   +6 more
openaire   +1 more source

Bayesian Optimization

Proceedings of the Companion Conference on Genetic and Evolutionary Computation, 2023
Ivo Couckuyt   +3 more
openaire   +1 more source

Bayesian optimization

Proceedings of the Genetic and Evolutionary Computation Conference Companion, 2022
Ivo Couckuyt   +2 more
openaire   +1 more source

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