Hessian-Aware Bayesian Optimization for Decision Making Systems

no code implementations • 1 Aug 2023 • Mohit Rajpal, Lac Gia Tran, Yehong Zhang, Bryan Kian Hsiang Low

Derivative-free approaches such as Bayesian Optimization mitigate the dependency on the quality of gradient feedback, but are known to scale poorly in the high-dimension setting of complex decision making systems.

Bayesian Optimization Decision Making