Efficient hybrid Bayesian optimization algorithm with adaptive expected improvement acquisition function

DOI10.1080/0305215X.2020.1826467zbMATH Open1523.90315OpenAlexW3097157448MaRDI QIDQ6094430FDOQ6094430

Authors: Zhao-Yi Xu 

Publication date: 10 October 2023

Published in: Engineering Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0305215x.2020.1826467

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zbMATH Keywords

Gaussian process regressionadaptive samplingsimulation-based optimizationhybrid optimizationBayesian optimization

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of mathematical programming (90C90) Methods of quasi-Newton type (90C53)

Cites Work

• Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
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• The Euclidean traveling salesman problem is NP-complete
• A powerful and efficient algorithm for numerical function optimization: artificial bee colony (ABC) algorithm
• On the Convergence of Pattern Search Algorithms
• Branch-and-Bound Methods: A Survey
• A literature survey of benchmark functions for global optimisation problems
• Simulation-based optimization. Parametric optimization techniques and reinforcement learning
• A tutorial on Gaussian process regression: modelling, exploring, and exploiting functions
• Testing statistical hypotheses. In 2 volumes

Cited In (5)

• An efficient modified Hyperband and trust-region-based mode-pursuing sampling hybrid method for hyperparameter optimization
• Title not available (Why is that?)
• Adaptive confidence bound based Bayesian optimization via potentially optimal Lipschitz conditions
• High-efficient sample point transform algorithm for large-scale complex optimization
• Using the knowledge gradient acquisition function in Bayesian optimization when searching for robust solutions

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