Efficient Bayesian Optimization for Uncertainty Reduction Over Perceived Optima Locations.

ICDM, pp. 1270-1275, 2019.

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摘要

Bayesian optimization (BO) is concerned with efficient optimization using probabilistic methods. Predictive entropy search (PES) is a popular and successful BO strategy to find a point that maximizes the information gained about the optima location of an unknown function. Since the PES analytical form is intractable, it requires approxima...更多

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