Bayesian optimization with exponential convergence

This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-...

Full description

Bibliographic Details
Main Authors: Kawaguchi, Kenji, Kaelbling, Leslie P, Lozano-Perez, Tomas
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation, 2018
Online Access:http://hdl.handle.net/1721.1/113410
https://orcid.org/0000-0003-1839-7504
https://orcid.org/0000-0001-6054-7145
https://orcid.org/0000-0002-8657-2450