Faster Computation of Expected Hypervolume Improvement

@article{Hupkens2014FasterCO,
  title={Faster Computation of Expected Hypervolume Improvement},
  author={Iris Hupkens and Michael T. M. Emmerich and Andr{\'e} H. Deutz},
  journal={CoRR},
  year={2014},
  volume={abs/1408.7114}
}
The expected improvement algorithm (or efficient global optimization) aims for global continuous optimization with a limited budget of black-box function evaluations. It is based on a statistical model of the function learned from previous evaluations and an infill criterion the expected improvement used to find a promising point for a new evaluation. The ‘expected improvement’ infill criterion takes into account the mean and variance of a predictive multivariate Gaussian distribution. The… CONTINUE READING
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