Optimal learning in linear regression with combinatorial feature selection
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Cites work
- scientific article; zbMATH DE number 1086072 (Why is no real title available?)
- scientific article; zbMATH DE number 1149423 (Why is no real title available?)
- A Knowledge-Gradient Policy for Sequential Information Collection
- A branch and bound method for stochastic global optimization
- An efficient simulation budget allocation method incorporating regression for partitioned domains
- An explicit equivalent positive semidefinite program for nonlinear 0-1 programs
- Efficient global optimization of expensive black-box functions
- Faster MIP solutions via new node selection rules
- Gift Exchange in the Field
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Interior-point methods for optimization
- Learning to optimize via posterior sampling
- Linearly parameterized bandits
- On the complexity of semidefinite programs
- Optimal information blending with measurements in the \(L^{2}\) sphere
- Optimal quadratic quantization for numerics: the Gaussian case
- Semidefinite programming and integer programming
- Sequential sampling to myopically maximize the expected value of information
- Simulation allocation for determining the best design in the presence of correlated sampling
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Smoothing and regularization for mixed-integer second-order cone programming with applications in portfolio optimization
- Technical note: Mathematical properties of the optimal product line selection problem using choice-based conjoint analysis
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- The knowledge-gradient policy for correlated normal beliefs
Cited in
(5)- scientific article; zbMATH DE number 67282 (Why is no real title available?)
- Convexification of queueing formulas by mixed-integer second-order cone programming: an application to a discrete location problem with congestion
- Efficient simulation budget allocation for contextual ranking and selection with quadratic models
- Feature Selection for Ridge Regression with Provable Guarantees
- Complete expected improvement converges to an optimal budget allocation
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