Optimization of expensive black-box problems with penalized expected improvement
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Cites work
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- A taxonomy of global optimization methods based on response surfaces
- A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions
- Analysis methods for computer experiments: how to assess and what counts?
- Balancing global and local search in parallel efficient global optimization algorithms
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios
- Bayesian optimization
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- Convergence rates of efficient global optimization algorithms
- Efficient global optimization of expensive black-box functions
- Expected improvement for expensive optimization: a review
- Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 43985 (Why is no real title available?)
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- scientific article; zbMATH DE number 6276166 (Why is no real title available?)
- On the design of optimization strategies based on global response surface approximation models
- Optimization of expensive black-box problems via gradient-enhanced Kriging
- Selection of a covariance function for a Gaussian random field aimed for modeling global optimization problems
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- Surrogate‐based methods for black‐box optimization
- The arithmetic optimization algorithm
- The design and analysis of computer experiments
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