Bayesian Optimization in High Dimensions via Random Embeddings

Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach is restricted to problems of moderate dimension, and several...

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Bibliographic Details
Main Authors: Wang, Z, Zoghi, M, Hutter, F, Matheson, D, de Freitas, N
Format: Conference item
Published: 2013