Optimizing Value-at-Risk and Conditional Value-at-Risk of Black Box Functions with Lacing Values (LV)

Last update: Nov 11, 2021

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Deep Learning BayesOpt-LV

Overview

BayesOpt-LV

Optimizing Value-at-Risk and Conditional Value-at-Risk of Black Box Functions with Lacing Values (LV)

About

This repository contains the source code for

ICML'21 paper: Value-at-Risk Optimization with Gaussian Processes
NeurIPS'21 paper: Optimizing Conditional Value-At-Risk of Black-Box Functions

Requirements

numpy
scipy
tensorflow 1.14.0
tensorflow-probability 0.7.0
gpflow 1.5.1

Instructions

The examples of running scripts are in running_scripts folder. The optimization results are stored in a folder named with the objective function in running_scripts. Objective functions are found in functions.py.

Owner

GitHub Repository

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Optimizing Value-at-Risk and Conditional Value-at-Risk of Black Box Functions with Lacing Values (LV)

Related tags

Overview

BayesOpt-LV

About

Requirements

Instructions

Owner

Official implementation of "Refiner: Refining Self-attention for Vision Transformers".

face2comics by Sxela (Alex Spirin) - face2comics datasets

Reinforcement Learning with Q-Learning Algorithm on gym's frozen lake environment implemented in python

[NeurIPS 2020] This project provides a strong single-stage baseline for Long-Tailed Classification, Detection, and Instance Segmentation (LVIS).

MusicYOLO framework uses the object detection model, YOLOx, to locate notes in the spectrogram.

Our implementation used for the MICCAI 2021 FLARE Challenge titled 'Efficient Multi-Organ Segmentation Using SpatialConfiguartion-Net with Low GPU Memory Requirements'.

EquiBind: Geometric Deep Learning for Drug Binding Structure Prediction

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

Task-related Saliency Network For Few-shot learning

Implementation of Hire-MLP: Vision MLP via Hierarchical Rearrangement and An Image Patch is a Wave: Phase-Aware Vision MLP.

A PyTorch Implementation of Gated Graph Sequence Neural Networks (GGNN)

Multi-resolution SeqMatch based long-term Place Recognition

Unofficial implementation of Fast-SCNN: Fast Semantic Segmentation Network

Rethinking Transformer-based Set Prediction for Object Detection

Avatarify Python - Avatars for Zoom, Skype and other video-conferencing apps.

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