A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization.
Ruwang JiaoSanyou ZengChanghe LiYuhong JiangYaochu JinPublished in: Inf. Sci. (2019)
Keyphrases
- gaussian process
- highly constrained
- gaussian processes
- marginal likelihood
- gaussian process regression
- regression model
- hyperparameters
- model selection
- gaussian process classification
- bayesian framework
- approximate inference
- optimization problems
- covariance function
- latent variables
- sparse approximations
- gaussian process models
- semi supervised
- pairwise
- feature selection
- prior information
- expectation propagation
- closed form
- sample size
- generative model
- bayesian networks