2 papers
stat.CO2020
Towards new cross-validation-based estimators for Gaussian process regression: efficient adjoint computation of gradients
Sébastien Petit, Julien Bect, Sébastien da Veiga +2
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation. We suggest using new cross-validation criteria derived fr…
math.OC2018
User preferences in Bayesian multi-objective optimization: the expected weighted hypervolume improvement criterion
Paul Feliot, Julien Bect, Emmanuel Vazquez
In this article, we present a framework for taking into account user preferences in multi-objective Bayesian optimization in the case where the objectives are expensive-to-evaluate…