Continuous multi-task Bayesian optimisation with correlation

DOI10.1016/j.ejor.2018.03.017zbMath1403.90555OpenAlexW2793133812MaRDI QIDQ724020

Juergen Branke, Michael Pearce

Publication date: 25 July 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/99848/7/WRAP-continuous-multi-task-Bayesian-optimisation-correlation-Branke-2018.pdf

zbMATH Keywords

heuristicsglobal optimisationparameter tuningmulti-task optimisation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (2)

Technical note—Knowledge gradient for selection with covariates: Consistency and computation ⋮ Quality-Diversity Optimization: A Novel Branch of Stochastic Optimization

Uses Software

• EGO

Cites Work

• Unnamed Item
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• The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
• Multi-fidelity optimization via surrogate modelling
• Updating the Inverse of a Matrix
• Sequential Design for Ranking Response Surfaces

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