Bayesian Optimization

Julien Bect (1, 2) , Emmanuel Vazquez (1, 2)

1 L2S - Laboratoire des signaux et systèmes
2 GdR MASCOT-NUM - Méthodes d'Analyse Stochastique des Codes et Traitements Numériques

Mots clés: Bayesian optimization AMS subject classifications 62L05; Gaussian processes; Design under uncertainty

Domaines: Mathématiques [math]

Julien Bect, Emmanuel Vazquez. Bayesian Optimization: Engineering design under uncertainty using expensive-to-evaluate numerical models. Doctoral. CEA-EDF-INRIA Numerical analysis Summer school 2017. Design and optimization under uncertainty of large-scale numerical models., Université Pierre et Marie Curie (Paris VI), Paris, France. 2017, pp.224. ⟨hal-03277561⟩