Bayesian optimization with a finite budget: An approximate dynamic programming approach
We consider the problem of optimizing an expensive objective function when a finite budget of total evaluations is prescribed. In that context, the optimal solution strategy for Bayesian optimization can be formulated as a dynamic programming instance. This results in a complex problem with uncounta...
| Main Authors: | , , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Neural Information Processing Systems Foundation,
2018-05-02T15:29:40Z.
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| Subjects: | |
| Online Access: | Get fulltext |