Nonmyopic Optimization

Neural Nonmyopic Bayesian Optimization in Dynamic Cost Settings

Bayesian optimization (BO) is a popular framework for optimizing black-box functions, leveraging probabilistic models such as Gaussian …

Sang T. Truong, Duc Q. Nguyen, Willie Neiswanger, Ryan-Rhys Griffiths, Stefano Ermon, Nick Haber, Sanmi Koyejo