No-PASt-BO: Normalized Portfolio Allocation Strategy for Bayesian Optimization

Thiago de P. Vasconcelos, Daniel A. R. M. A. de Souza, César L. C. Mattos +1

Bayesian Optimization (BO) is a framework for black-box optimization that is especially suitable for expensive cost functions. Among the main parts of a BO algorithm, the acquisiti…