New Heuristics for Parallel and Scalable Bayesian Optimization

@article{Rubin2018NewHF,
  title={New Heuristics for Parallel and Scalable Bayesian Optimization},
  author={Ran Rubin},
  journal={CoRR},
  year={2018},
  volume={abs/1807.00373}
}
Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing technology, using Bayesian optimization in a parallel computing environment remains a challenge for the non-expert. In this… CONTINUE READING