Bayesian Optimization with Shape Constraints

In typical applications of Bayesian optimization, minimal assumptions are made about the objective function being optimized. This is true even when researchers have prior information about the shape of the function with respect to one or more argument. We make the case that shape constraints are oft...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2016-12
Hauptverfasser:	Jauch, Michael, Peña, Víctor
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bayesian analysis Decision analysis Machine learning Optimization
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!