Bayesian Optimization Allowing for Common Random Numbers
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Cites work
- Advanced Lectures on Machine Learning
- An informational approach to the global optimization of expensive-to-evaluate functions
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Efficient global optimization of expensive black-box functions
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
- Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
- Stochastic kriging for simulation metamodeling
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- The effects of common random numbers on stochastic kriging metamodels
- The knowledge-gradient policy for correlated normal beliefs
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
Cited in
(12)- Stratified Bayesian optimization
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- A portfolio approach to massively parallel Bayesian optimization
- Constrained Bayesian optimization with noisy experiments
- Ranking and selection with two-stage decision
- Knowledge-based modeling of simulation behavior for Bayesian optimization
- Parallel simultaneous perturbation optimization
- Bayesian optimization with partially specified queries
- BayesOpt: a Bayesian optimization library for nonlinear optimization, experimental design and bandits
- scientific article; zbMATH DE number 7626750 (Why is no real title available?)
- Review of large-scale simulation optimization
- Using the knowledge gradient acquisition function in Bayesian optimization when searching for robust solutions
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