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Bayesian Optimization for Inverse Problems by namithasudan is a document available to read on EtoBox.
What is Bayesian Optimization for Inverse Problems about?
The document presents BO4IO, a Bayesian optimization approach to inverse optimization (IO) that addresses the challenges of estimating unknown parameters from observed decisions while providing uncertainty quantification. BO4IO is designed to solve general IO problems without complex reformulations, making it applicable to nonconvex and discrete variable scenarios, and it effectively estimates parameters from small, noisy datasets. The method also approximates the profile likelihood to assess parameter iden
- Author
- namithasudan
- Language
- EN