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Multi-fidelity Gaussian Process Bandit Optimisation
2019
The Journal of Artificial Intelligence Research
In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function f. Traditional settings for this problem assume just the availability of this single function. However, in many cases, cheap approximations to f may be obtainable. For example, the expensive real world behaviour of a robot can be approximated by a cheap computer simulation. We can use these approximations to eliminate low function value regions cheaply and use the
doi:10.1613/jair.1.11288
fatcat:c2phphhgczax7cxlgilaxvn5ky