Systems and methods for Bayesian optimization using non-linear mapping of input
Techniques for use in connection with performing optimization using an objective function that maps elements in a first domain to values in a range. The techniques include using at least one computer hardware processor to perform: identifying a first point at which to evaluate the objective function...
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Main Authors | , , , |
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Format | Patent |
Language | English |
Published |
11.09.2018
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Subjects | |
Online Access | Get full text |
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Summary: | Techniques for use in connection with performing optimization using an objective function that maps elements in a first domain to values in a range. The techniques include using at least one computer hardware processor to perform: identifying a first point at which to evaluate the objective function at least in part by using an acquisition utility function and a probabilistic model of the objective function, wherein the probabilistic model depends on a non-linear one-to-one mapping of elements in the first domain to elements in a second domain; evaluating the objective function at the identified first point to obtain a corresponding first value of the objective function; and updating the probabilistic model of the objective function using the first value to obtain an updated probabilistic model of the objective function. |
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Bibliography: | Application Number: US201414291379 |