Exploration Enhanced Expected Improvement for Bayesian Optimization

• Published in: Machine Learning and Knowledge Discovery in Databases Vol. 11052; pp. 621 - 637
• Main Authors: Berk, Julian, Nguyen, Vu, Gupta, Sunil, Rana, Santu, Venkatesh, Svetha
• Format: Book Chapter
• Language: English
• Published: Switzerland Springer International Publishing AG 2019; Springer International Publishing
• Series: Lecture Notes in Computer Science

Bayesian optimization (BO) is a sample-efficient method for global optimization of expensive, noisy, black-box functions using probabilistic methods. The performance of a BO method depends on its selection strategy through an acquisition function. This must balance improving our understanding of the...