A Bayesian-optimization-based line search that keeps all past evaluations chooses step lengths and is claimed to converge with fewer function evaluations on CUTEst benchmarks.
In: IEEE Interna- tional Conference on Systems, Man, and Cybernetics
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Information Preserving Line Search via Bayesian Optimization
A Bayesian-optimization-based line search that keeps all past evaluations chooses step lengths and is claimed to converge with fewer function evaluations on CUTEst benchmarks.