A Nonmyopic Approach to Cost-Constrained Bayesian Optimization

Bayesian optimization (BO) is a popular method for optimizing expensive-to-evaluate black-box functions. BO budgets are typically given in iterations, which implicitly assumes each evaluation has the same cost. In fact, in many BO applications, evaluation costs vary significantly in different region...

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Bibliographische Detailangaben

Hauptverfasser:	Lee, Eric Hans, Eriksson, David, Perrone, Valerio, Seeger, Matthias
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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