Bayesian Optimization

Bayesian Optimization

 
Kiadó: Cambridge University Press
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GBP 44.99
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19 557 (18 626 Ft + 5% áfa )
Kedvezmény(ek): 10% (kb. 2 173 Ft)
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A termék adatai:

ISBN13:9781108425780
ISBN10:110842578X
Kötéstípus:Keménykötés
Terjedelem:358 oldal
Méret:261x209x22 mm
Súly:1020 g
Nyelv:angol
696
Témakör:
Rövid leírás:

A comprehensive introduction to Bayesian optimization that starts from scratch and carefully develops all the key ideas along the way.

Hosszú leírás:
Bayesian optimization is a methodology for optimizing expensive objective functions that has proven success in the sciences, engineering, and beyond. This timely text provides a self-contained and comprehensive introduction to the subject, starting from scratch and carefully developing all the key ideas along the way. This bottom-up approach illuminates unifying themes in the design of Bayesian optimization algorithms and builds a solid theoretical foundation for approaching novel situations. The core of the book is divided into three main parts, covering theoretical and practical aspects of Gaussian process modeling, the Bayesian approach to sequential decision making, and the realization and computation of practical and effective optimization policies. Following this foundational material, the book provides an overview of theoretical convergence results, a survey of notable extensions, a comprehensive history of Bayesian optimization, and an extensive annotated bibliography of applications.
Tartalomjegyzék:
Notation; 1. Introduction; 2. Gaussian processes; 3. Modeling with Gaussian processes; 4. Model assessment, selection, and averaging; 5. Decision theory for optimization; 6. Utility functions for optimization; 7. Common Bayesian optimization policies; 8. Computing policies with Gaussian processes; 9. Implementation; 10. Theoretical analysis; 11. Extensions and related settings; 12. A brief history of Bayesian optimization; A. The Gaussian distribution; B. Methods for approximate Bayesian inference; C. Gradients; D. Annotated bibliography of applications; References; Index.