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...

詳細記述

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