Portfolio Allocation for Bayesian Optimization

A new method of locating the maximum of an arbitrary multipeak curve in the presence of noise

H. J. Kushner · 1964

Earlier work this paper cites.

Toward Global Optimization

J. Močkus, V. Tiesis, and A. Žilinskas · 1978

Earlier work this paper cites.

Lipschitzian optimization without the Lipschitz constant

D. R. Jones, C. D. Perttunen, and B. E. Stuckman · 1993

Earlier work this paper cites.

SDO: A statistical method for global optimization

D. D. Cox and S. John · 1997

Earlier work this paper cites.

Gambling in a rigged casino: the adversarial multi-armed bandit problem

P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire · 1998

Earlier work this paper cites.

Model-based geostatistics

P. J. Diggle, J. A. Tawn, and R. A. Moyeed · 1998

Earlier work this paper cites.

Efficient global optimization of expensive black-box functions

D. R. Jones, M. Schonlau, and W. J. Welch · 1998

Earlier work this paper cites.

Modification of the DIRECT Algorithm

J. M. Gablonsky · 2001

Earlier work this paper cites.

A taxonomy of global optimization methods based on response surfaces

D. R. Jones · 2001

Earlier work this paper cites.

Gaussian processes to speed up hybrid Monte Carlo for expensive Bayesian integrals

C. E. Rasmussen · 2003

Earlier work this paper cites.

Preference learning with Gaussian processes

W. Chu and Z. Ghahramani · 2005

Earlier work this paper cites.

Prediction, Learning, and Games

N. Cesa-Bianchi and G. Lugosi · 2006

Cited alongside, same era.

Global optimization of stochastic black-box systems via sequential Kriging meta-models

D. Huang, T. T. Allen, W. I. Notz, and N. Zheng · 2006

Cited alongside, same era.

Gaussian Processes for Machine Learning

C. E. Rasmussen and C. K. I. Williams · 2006

Cited alongside, same era.

Gaussian Processes for Regression and Optimisation

P. Boyle · 2007

Cited alongside, same era.

Active preference learning with discrete choice data

E. Brochu, N. de Freitas, and A. Ghosh · 2007

Cited alongside, same era.

Automatic gait optimization with Gaussian process regression

D. Lizotte, T. Wang, M. Bowling, and D. Schuurmans · 2007

Cited alongside, same era.

New inference strategies for solving Markov decision processes using reversible jump MCMC

M. Hoffman, H. Kück, N. de Freitas, and A. Doucet · 2009

Later among the works it cites.

Automating the Configuration of Algorithms for Solving Hard Computational Problems

F. Hutter · 2009

Later among the works it cites.

A Bayesian exploration-exploitation approach for optimal online sensing and planning with a visually guided mobile robot

R. Martinez–Cantin, N. de Freitas, E. Brochu, J. Castellanos, and A. Doucet · 2009

Later among the works it cites.

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

H. Rue, S. Martino, and N. Chopin · 2009

Later among the works it cites.

Best arm identification in multi-armed bandits

J. Audibert, S. Bubeck, and R. Munos · 2010

Closest in time.