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Global Variance as a Utility Function in Bayesian Optimization
2021
Physical Sciences Forum
A Gaussian-process surrogate model based on already acquired data is employed to approximate an unknown target surface. In order to optimally locate the next function evaluations in parameter space a whole variety of utility functions are at one's disposal. However, good choice of a specific utility or a certain combination of them prepares the fastest way to determine a best surrogate surface or its extremum for lowest amount of additional data possible. In this paper, we propose to consider
doi:10.3390/psf2021003003
fatcat:6pfshmpvbbbapod5nn7pvfmnxu