« Back to top page

Mean-Variance Analysis

Mean-Variance Analysis

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} }