Systems and methods for Bayesian optimization using integrated acquisition functions
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United States of America Patent
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Jan 9, 2018
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Oct 6, 2016
app pub date -
May 30, 2014
filing date -
May 30, 2013
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Abstract
Techniques for use in connection with performing optimization using an objective function. The techniques include using at least one computer hardware processor to perform: identifying, using an integrated acquisition utility function and a probabilistic model of the objective function, at least a first point at which to evaluate the objective function; evaluating the objective function at least at the identified first point; and updating the probabilistic model of the objective function using results of the evaluating to obtain an updated probabilistic model of the objective function.
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