Bayesian Multi−Scale Optimistic Optimization

Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary optimization can be costly and very hard to carry out in practice. More...

Полное описание

Библиографические подробности
Главные авторы: Wang, Z, Shakibi, B, Jin, L, de Freitas, N
Формат: Conference item
Опубликовано: 2014