Robust Gaussian Process-Based Global Optimization Using a Fully Bayesian Expected Improvement Criterion.
Romain BenassiJulien BectEmmanuel VázquezPublished in: LION (2011)
Keyphrases
- global optimization
- gaussian process
- fully bayesian
- particle swarm optimization
- maximum likelihood
- bayesian framework
- latent variables
- regression model
- hyperparameters
- generative model
- model selection
- posterior distribution
- semi supervised
- approximate inference
- markov chain monte carlo
- cross validation
- active learning
- search space