An Entropy Search Portfolio for Bayesian Optimization

An Entropy Search Portfolio for Bayesian Optimization

Portfolio methods provide an effective, principled way of combining a collection of acquisition functions in the context of Bayesian optimization. We introduce a novel approach to this problem motivated by an information theoretic consideration. Our construction additionally provides an extension of...

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Dettagli Bibliografici
Autori principali:	Shahriari, B, Wang, Z, Hoffman, M, Bouchard−Cote, A, de Freitas, N
Natura:	Report
Pubblicazione:	University of Oxford 2014

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