363 citations · 1.1k across the 50 of their papers we have counts for
4 papers · 2 filters
Warm Starting Bayesian Optimization
Matthias Poloczek, Jialei Wang, Peter I. Frazier
We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related proble…
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization
Jian Wu, Peter I. Frazier
In many applications of black-box optimization, one can evaluate multiple points simultaneously, e.g. when evaluating the performances of several different neural network architect…
Multi-Information Source Optimization
Matthias Poloczek, Jialei Wang, Peter I. Frazier
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such a…
Parallel Bayesian Global Optimization of Expensive Functions
Jialei Wang, Scott C. Clark, Eric Liu +1
We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a co…