An Entropy Search Portfolio for Bayesian Optimization

CoRR, 2014.

Cited by: 41|Bibtex|Views52|Links
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Abstract:

Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and it is not clear a priori which choice will result in superior performance. While portfolio methods ...More

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