GLASSES: Relieving the myopia of Bayesian optimisation
We present glasses: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the non-myopic approaches that do exist are able to consider on...
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| Format: | Conference item |
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Journal of Machine Learning Research
2016
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