• Corpus ID: 235420715

Trusted-Maximizers Entropy Search for Efficient Bayesian Optimization

  title={Trusted-Maximizers Entropy Search for Efficient Bayesian Optimization},
  author={Quoc Phong Nguyen and Zhaoxuan Wu and Kian Hsiang Low and Patrick Jaillet},
Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without clearly understanding their effects on the BO performance) and/or their generalization to batch BO is computationally unwieldy, especially with an increasing batch size. To alleviate these issues, this paper presents a novel trusted-maximizers entropy search (TES… 

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