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A Tutorial on Bayesian Optimization

stat.ML · 2018-07-08 · unverdicted · novelty 4.0

Bayesian optimization uses Gaussian process regression to build a surrogate model and acquisition functions to guide sampling for optimizing costly objective functions, including a new formal generalization of expected improvement to noisy evaluations.

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  • A Tutorial on Bayesian Optimization stat.ML · 2018-07-08 · unverdicted · none · ref 79

    Bayesian optimization uses Gaussian process regression to build a surrogate model and acquisition functions to guide sampling for optimizing costly objective functions, including a new formal generalization of expected improvement to noisy evaluations.