Bayesian Optimization for Probabilistic Programs

Bayesian Optimization for Probabilistic Programs

We outline a general purpose framework for black-box marginal maximum a pos- teriori estimation of probabilistic program variables using Bayesian optimization with Gaussian processes. We introduce the concept of an optimization query, whereby a probabilistic program returns an infinite lazy sequence...

書誌詳細
主要な著者:	Rainforth, T, Le, T, van de Meent, J, Osborne, M, Wood, F
フォーマット:	Conference item
出版事項:	Neural Information Processing Systems Foundation 2016

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