Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise.
Matthias H. Y. TanPublished in: SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
- optimization algorithm
- global optimization
- sequential quadratic programming
- random noise
- optimization methods
- noise model
- additive noise
- optimization method
- computer systems
- noisy data
- constrained optimization
- noise level
- bayesian estimation
- bayesian learning
- optimization process
- bayesian networks
- maximum likelihood
- optimization problems
- probabilistic model
- computer technology
- signal to noise ratio
- optimization model
- computer programming
- noisy environments
- pairwise
- semidefinite
- computational complexity
- efficient optimization
- monte carlo sampling
- objective function