Gaussian process optimization with failures: classification and convergence proof
From MaRDI portal
Publication:2022175
DOI10.1007/S10898-020-00920-0zbMATH Open1472.60062OpenAlexW3003788789MaRDI QIDQ2022175FDOQ2022175
Céline Helbert, Victor Picheny, François Bachoc
Publication date: 28 April 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-020-00920-0
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Efficient global optimization of expensive black-box functions
- restrictedMVN
- Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- A supermartingale approach to Gaussian process based sequential design of experiments
- Convergence rates of efficient global optimization algorithms
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting
- Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
- Bi-objective decision making in global optimization based on statistical models
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
Cited In (6)
- DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization
- Gaussian process surrogates for failure detection: a Bayesian experimental design approach
- A taxonomy of constraints in black-box simulation-based optimization
- Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step
- Learning Enabled Constrained Black-Box Optimization
- A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints
Uses Software
Recommendations
- PAC-Bayesian Generalisation Error Bounds for Gaussian Process Classification 👍 👎
- Multi-fidelity Gaussian Process Bandit Optimisation 👍 👎
- A complete expected improvement criterion for Gaussian process assisted highly constrained expensive optimization 👍 👎
- Deterministic global optimization with Gaussian processes embedded 👍 👎
- Optimal classification of Gaussian processes in homo- and heteroscedastic settings 👍 👎
- An Open Problem on Strongly Consistent Learning of the Best Prediction for Gaussian Processes 👍 👎
- Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems 👍 👎
- Title not available (Why is that?) 👍 👎
- Title not available (Why is that?) 👍 👎
This page was built for publication: Gaussian process optimization with failures: classification and convergence proof
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2022175)
