Recent advances in Bayesian optimization

X Wang, Y Jin, S Schmitt, M Olhofer - ACM Computing Surveys, 2023 - dl.acm.org
Bayesian optimization has emerged at the forefront of expensive black-box optimization due
to its data efficiency. Recent years have witnessed a proliferation of studies on the …

A tutorial on Bayesian optimization

PI Frazier - arXiv preprint arXiv:1807.02811, 2018 - arxiv.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of …

State-of-the-art and comparative review of adaptive sampling methods for kriging

JN Fuhg, A Fau, U Nackenhorst - Archives of Computational Methods in …, 2021 - Springer
Metamodels aim to approximate characteristics of functions or systems from the knowledge
extracted on only a finite number of samples. In recent years kriging has emerged as a …

Bayesian optimization

PI Frazier - Recent advances in optimization and modeling …, 2018 - pubsonline.informs.org
Bayesian optimization is an approach to optimizing objective functions that take a long time
(minutes or hours) to evaluate. It is best suited for optimization over continuous domains of …

Expected improvement for expensive optimization: a review

D Zhan, H Xing - Journal of Global Optimization, 2020 - Springer
The expected improvement (EI) algorithm is a very popular method for expensive
optimization problems. In the past twenty years, the EI criterion has been extended to deal …

Review of multi-fidelity models

MG Fernández-Godino - arXiv preprint arXiv:1609.07196, 2016 - arxiv.org
This article provides an overview of multi-fidelity modeling trends. Fidelity in modeling refers
to the level of detail and accuracy provided by a predictive model or simulation. Generally …

Tuning hyperparameters without grad students: Scalable and robust bayesian optimisation with dragonfly

K Kandasamy, KR Vysyaraju, W Neiswanger… - Journal of Machine …, 2020 - jmlr.org
Bayesian Optimisation (BO) refers to a suite of techniques for global optimisation of
expensive black box functions, which use introspective Bayesian models of the function to …

Remarks on multi-output Gaussian process regression

H Liu, J Cai, YS Ong - Knowledge-Based Systems, 2018 - Elsevier
Multi-output regression problems have extensively arisen in modern engineering
community. This article investigates the state-of-the-art multi-output Gaussian processes …

Review of surrogate modeling in water resources

S Razavi, BA Tolson, DH Burn - Water Resources Research, 2012 - Wiley Online Library
Surrogate modeling, also called metamodeling, has evolved and been extensively used
over the past decades. A wide variety of methods and tools have been introduced for …

[图书][B] Surrogate-model-based design and optimization

P Jiang, Q Zhou, X Shao, P Jiang, Q Zhou, X Shao - 2020 - Springer
Surrogate-Model-Based Design and Optimization | SpringerLink Skip to main content
Advertisement SpringerLink Account Menu Find a journal Publish with us Track your research …