Bayesian optimisation in unknown bounded search domains
Knowledge-Based Systems, pp. 1056452020.
Bayesian optimisation (BO) is one of the most sample efficient methods for determining the optima of expensive, noisy black-box functions. Despite its tremendous success in scientific discovery and hyperparameter tuning, it still requires a bounded search space. The search spaces boundaries are, however, often chosen heuristically with an...更多
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