Causal Bayesian Optimization

24 May 2020Virginia AgliettiXiaoyu LuAndrei PaleyesJavier González

This paper studies the problem of globally optimizing a variable of interest that is part of a causal model in which a sequence of interventions can be performed. This problem arises in biology, operational research, communications and, more generally, in all fields where the goal is to optimize an output metric of a system of interconnected nodes... (read more)

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