Journal article
Gaussian processes for global optimization
- Abstract:
-
We introduce a novel Bayesian approach to global optimization using Gaussian processes. We frame the optimization of both noisy and noiseless functions as sequential decision problems, and introduce myopic and non-myopic solutions to them. Here our solutions can be tailored to exactly the degree of confidence we require of them. The use of Gaussian processes allows us to benefit from the incorporation of prior knowledge about our objective function, and also from any derivative observations. ...
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- Publication status:
- Accepted
- Peer review status:
- Peer reviewed
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Bibliographic Details
- Publication date:
- 2009-01-18
- Event title:
- Third International Conference on Learning and Intelligent Optimization (LION3)
- Event location:
- Trento, Italy
- Event website:
- http://www.wikicfp.com/cfp/servlet/event.showcfp?eventid=2951©ownerid=1896
- Event start date:
- 2009-01-14
- Event end date:
- 2009-01-18
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
319004
- Local pid:
- pubs:319004
- Deposit date:
- 2023-01-20
Terms of use
- Copyright holder:
- Osborne et al.
- Copyright date:
- 2009
- Rights statement:
- © 2009 Osborne et al.
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