Gaussian processes for global optimization
We introduce a novel Bayesian approach to global optimization using Gaussian processes. We frame the optimization of both noisy and noiseless functions as sequential decision problems, and introduce myopic and non-myopic solutions to them. Here our solutions can be tailored to exactly the degree of...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
2009
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