Heteroscedastic Bayesian optimization using generalized product of experts

DOI10.1007/S10898-023-01333-5MaRDI QIDQ7020164zbMATH OpenFDO

Authors Saulius Tautvaišas, Julius Žilinskas

Publication date 4 March 2025

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-023-01333-5

zbMATH Keywords

augmented expected improvementGaussian processesgeneralized product of expertsheteroscedastic Bayesian optimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Derivative-free methods and methods using generalized derivatives (90C56)

Cites work

• Constrained Bayesian optimization with noisy experiments
• Efficient global optimization of expensive black-box functions
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• Global optimization of stochastic black-box systems via sequential kriging meta-models
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• Scalable Bayesian optimization with generalized product of experts
• Training Products of Experts by Minimizing Contrastive Divergence

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