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Random Valued Functions

Open pulsipher opened this issue 3 years ago • 0 comments

A modeling capability we should add are functions that have stochastic outputs, but not necessarily stochastic inputs (e.g., a Gaussian process). A motivating example pertains to subproblems in Bayesian optimization approaches that embed learned Gaussian processes that serve as stochastic surrogate models.

pulsipher avatar Feb 26 '22 19:02 pulsipher