Multi-Armed Bandit Regularized Expected Improvement for Efficient Global Optimization of Expensive Computer Experiments With Low Noise
Computer experiments are widely used to mimic expensive physical processes as black-box functions. A typical challenge of expensive computer experiments is to find the set of inputs that produce the desired response. This study proposes a multi-armed bandit regularized expected improvement (BREI) me...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2021-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9477602/ |