2 papers
stat.ML2023
No-Regret Constrained Bayesian Optimization of Noisy and Expensive Hybrid Models using Differentiable Quantile Function Approximations
Congwen Lu, Joel A. Paulson
This paper investigates the problem of efficient constrained global optimization of hybrid models that are a composition of a known white-box function and an expensive multi-output…
math.OC2021
COBALT: COnstrained Bayesian optimizAtion of computationaLly expensive grey-box models exploiting derivaTive information
Joel A. Paulson, Congwen Lu
Many engineering problems involve the optimization of computationally expensive models for which derivative information is not readily available. The Bayesian optimization (BO) fra…