MTRBO uses multiple adaptive trust regions within Gaussian process Bayesian optimization to balance exploitation near good points and exploration in uncertain regions, with a proven global convergence guarantee and better benchmark results than prior trust-region BO methods.
(2020).Optimizationtestfunctions: Collection of optimization test func- tions and some useful methods for working with them.https://pypi.org/project/ OptimizationTestFunctions/
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MTRBO: Multiple trust-region based Bayesian optimization
MTRBO uses multiple adaptive trust regions within Gaussian process Bayesian optimization to balance exploitation near good points and exploration in uncertain regions, with a proven global convergence guarantee and better benchmark results than prior trust-region BO methods.