pith:Y2TLRLEL
A Tutorial on Bayesian Optimization
Bayesian optimization builds a Gaussian process surrogate for an expensive objective and uses an acquisition function to choose each next evaluation point.
arxiv:1807.02811 v1 · 2018-07-08 · stat.ML · cs.LG · math.OC
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\pithnumber{Y2TLRLELJAS7P6FWPCQWHASXR7}
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Record completeness
Claims
We provide a generalization of expected improvement to noisy evaluations, justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications.
The tutorial assumes that a Gaussian process provides an adequate surrogate model for the objective function and that the reader has sufficient background in Bayesian methods and Gaussian processes.
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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| First computed | 2026-07-04T22:53:53.807374Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
c6a6b8ac8b4825f7f8b678a16382578ff4fccc0b5ad990dd263275c7f2e8405b
Aliases
· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/Y2TLRLELJAS7P6FWPCQWHASXR7 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: c6a6b8ac8b4825f7f8b678a16382578ff4fccc0b5ad990dd263275c7f2e8405b
Canonical record JSON
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"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
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"submitted_at": "2018-07-08T13:06:26Z",
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