Determining Convergence in Gaussian Process Surrogate Model Optimization

  title={Determining Convergence in Gaussian Process Surrogate Model Optimization},
  • Published 2015
Identifying convergence in numerical optimization is an ever-present, difficult, and often subjective task. The statistical framework of Gaussian process surrogate model optimization provides useful measures for tracking optimization progress; however, the identification of convergence via these criteria has often provided only limited success and often requires a more subjective analysis. Here we develop a novel approach using ideas originally introduced in the field of statistical process… CONTINUE READING