Multi-fidelity Gaussian Process Bandit Optimisation

Understand

In many scientific and engineering applications, we are tasked with the maximisation of an expensive to evaluate black box function $f$.

• Traditional settings for this problem assume just the availability of this single function.
• However, in many cases, cheap approximations to $f$ may be obtainable.
• For example, the expensive real world behaviour of a robot can be approximated by a cheap computer simulation.