Bayesian optimization

Bayesian optimization is a sequential design strategy for global optimization of black-box functions[1][2][3] that does not assume any functional forms. It is usually employed to optimize expensive-to-evaluate functions.

  1. ^ Cite error: The named reference Mockus1989 was invoked but never defined (see the help page).
  2. ^ Garnett, Roman (2023). Bayesian Optimization. Cambridge University Press. ISBN 978-1-108-42578-0.
  3. ^ Hennig, P.; Osborne, M. A.; Kersting, H. P. (2022). Probabilistic Numerics (PDF). Cambridge University Press. pp. 243–278. ISBN 978-1107163447.