collaborators

1 paper

math.OC2026

STREGO: A Scalable Implementation of a Trust-Region Framework for Noisy Bayesian Optimization

Youssef Diouane, Issmail El Hallaoui, Meisseme Kadri +1

TREGO, a trust-region Bayesian optimization (BO) method for expensive blackbox problems, has convergence guarantees, but only for exact function values. In high dimension, its perf…