Predictive Entropy Search for Bayesian Optimization with Unknown Constraints
International Conference on Machine Learning, 2015.
Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic. However, EI can lead to pathologies when used with constraints. For example, in the case of decoupled con...More
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