Global Optimization of Stochastic Black-Box Functions with Arbitrary Noise Distributions using Wilson Score Kernel Density Estimation

Thorbjørn Mosekjær Iversen, Lars Carøe Sørensen, Simon Faarvang Mathiesen +1

Many optimization problems in robotics involve the optimization of time-expensive black-box functions, such as those involving complex simulations or evaluation of real-world exper…