Extrinsic Bayesian Optimization on Manifolds

We propose an extrinsic Bayesian optimization (eBO) framework for general optimization problems on manifolds. Bayesian optimization algorithms build a surrogate of the objective function by employing Gaussian processes and utilizing the uncertainty in that surrogate by deriving an acquisition functi...

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Bibliographic Details
Main Authors: Yihao Fang, Mu Niu, Pokman Cheung, Lizhen Lin
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/16/2/117