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Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate.
The Global Optimization Problem: An Introduction Toward Global Optimization
Dixon, L. and Szegö, G. (1978) · 1978
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Design and analysis of computer experiments
Sacks, J., Welch, W. J., Mitchell, T. J., and Wynn, H. P. (1989) · 1989
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Genetic algorithms + data structures = evolution programs (2nd, extended ed.)
Michalewicz, Z. (1994) · 1994
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Memory-based stochastic optimization
Moore, A. and Schneider, J. (1995) · 1995
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Bayesian algorithms for one-dimensional globaloptimization
Locatelli, M. (1997) · 1997
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A nonparametric approach to noisy and costly optimization
Anderson, B. S., Moore, A., and Cohn, D. (2000) · 2000
Cited alongside, same era.
A taxonomy of global optimization methods based on response surfaces
Jones, D. (2001) · 2001
Cited alongside, same era.
Electricity production by geobacter sulfurreducens attached to electrodes
Bond, D. and Lovley, D. (2003) · 2003
Cited alongside, same era.
Improved fuel cell and electrode designs for producing electricity from microbial degradation
Park, D. and Zeikus, J. (2003) · 2003
Cited alongside, same era.
A memory-based rash optimizer
Brunato, M., Battiti, R., and Pasupuleti, S. (2006) · 2006
Cited alongside, same era.
Gaussian Processes for Machine Learning
Rasmussen, C. E. and Williams, C. K. I. (2006) · 2006
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A tutorial on Bayesian optimization of expensive cost functions, with application to active user modeling and hierarchical reinforcement learning
Brochu, E., Cora, V. M., and de Freitas, N. (2009) · 2009
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Batch bayesian optimization via simulation matching
Azimi, J., Fern, A., and Fern, X. (2010) · 2010
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Kriging is well-suited to parallelize optimization
Ginsbourger, D., Riche, R. L., and Carraro, L. (2010) · 2010
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