ProSRS is a tree-based radial-basis surrogate optimizer with zoom-in/out and restarts; it is proven to eventually evaluate near the global optimum and benchmarks as orders of magnitude cheaper than Bayesian optimization.
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A tree-based radial basis function method for noisy parallel surrogate optimization
ProSRS is a tree-based radial-basis surrogate optimizer with zoom-in/out and restarts; it is proven to eventually evaluate near the global optimum and benchmarks as orders of magnitude cheaper than Bayesian optimization.