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 …
(minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of …
Taking the human out of the loop: A review of Bayesian optimization
Big Data applications are typically associated with systems involving large numbers of
users, massive complex software systems, and large-scale heterogeneous computing and …
users, massive complex software systems, and large-scale heterogeneous computing and …
BoTorch: A framework for efficient Monte-Carlo Bayesian optimization
Bayesian optimization provides sample-efficient global optimization for a broad range of
applications, including automatic machine learning, engineering, physics, and experimental …
applications, including automatic machine learning, engineering, physics, and experimental …
[BOOK][B] Surrogates: Gaussian process modeling, design, and optimization for the applied sciences
RB Gramacy - 2020 - taylorfrancis.com
Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …
Efficient global optimization of expensive black-box functions
In many engineering optimization problems, the number of function evaluations is severely
limited by time or cost. These problems pose a special challenge to the field of global …
limited by time or cost. These problems pose a special challenge to the field of global …
Auto-WEKA 2.0: Automatic model selection and hyperparameter optimization in WEKA
WEKA is a widely used, open-source machine learning platform. Due to its intuitive interface,
it is particularly popular with novice users. However, such users often find it hard to identify …
it is particularly popular with novice users. However, such users often find it hard to identify …
Auto-WEKA: Combined selection and hyperparameter optimization of classification algorithms
Many different machine learning algorithms exist; taking into account each algorithm's
hyperparameters, there is a staggeringly large number of possible alternatives overall. We …
hyperparameters, there is a staggeringly large number of possible alternatives overall. We …
A taxonomy of global optimization methods based on response surfaces
DR Jones - Journal of global optimization, 2001 - Springer
This paper presents a taxonomy of existing approaches for using response surfaces for
global optimization. Each method is illustrated with a simple numerical example that brings …
global optimization. Each method is illustrated with a simple numerical example that brings …
Recent advances in Bayesian optimization
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 …
to its data efficiency. Recent years have witnessed a proliferation of studies on the …
Review of metamodeling techniques in support of engineering design optimization
GG Wang, S Shan - … Design Engineering Technical …, 2006 - asmedigitalcollection.asme.org
Computation-intensive design problems are becoming increasingly common in
manufacturing industries. The computation burden is often caused by expensive analysis …
manufacturing industries. The computation burden is often caused by expensive analysis …