Scalable Bayesian optimization with randomized prior networks

DOI10.1016/j.cma.2023.116428arXiv2302.07260MaRDI QIDQ6153885

Mohamed Aziz Bhouri, Soumalya Sarkar, Michael Joly, Paris Perdikaris, Robert Yu

Publication date: 14 February 2024

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.07260

zbMATH Keywords

sequential decision makingMonte Carlo approximationconstrained Bayesian optimizationdeep ensemblesmulti-fidelity Bayesian optimizationparallel acquisition functions

Mathematics Subject Classification ID

Computer science (68-XX) Operations research, mathematical programming (90-XX)

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