Output space predictive entropy search for flexible global optimization
NIPS workshop on Bayesian Optimization, pp. 1-5, 2015.
Recently, a great deal of interest has been paid in the field of Bayesian optimization to methods which take an information-theoretic approach to the design of acquisition functions. Such techniques equate the value of potential query points directly with their information content. The first of these techniques, developed separately as an...More
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