A Tutorial on Bayesian Optimization of Expensive Cost Functions‚ with Application to Active User Modeling and Hierarchical Reinforcement Learning
We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based se...
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| Format: | Report |
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University of British Columbia‚ Department of Computer Science
2009
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