Mean Variance Analysis Scalarization Sampler)

Class or Function Names

• MeanVarianceAnalysisScalarizationSimulatorSampler

Installation

$ pip install scipy

Example

Please see example.ipynb

Others

For example, you can add sections to introduce a corresponding paper.

Reference

Iwazaki, Shogo, Yu Inatsu, and Ichiro Takeuchi. “Mean-variance analysis in Bayesian optimization under uncertainty.” International Conference on Artificial Intelligence and Statistics. PMLR, 2021.

Bibtex

@inproceedings{iwazaki2021mean,
  title={Mean-variance analysis in Bayesian optimization under uncertainty},
  author={Iwazaki, Shogo and Inatsu, Yu and Takeuchi, Ichiro},
  booktitle={International Conference on Artificial Intelligence and Statistics},
  pages={973--981},
  year={2021},
  organization={PMLR}
}