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Constrained Bayesian Optimization With Noisy Experiments

BAYESIAN ANALYSIS, no. 2 (2019): 495-519

Cited: 170|Views200
EI

Abstract

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error. Bayesian optimization is a promising technique for efficiently optimizing multiple continuous param...More

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