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A novel Python framework for Bayesian optimization known as GPflowOpt is introduced.
A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise
Kushner, H. J. (1964) · 1964
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On Bayesian methods for seeking the extremum
Močkus, J. (1975) · 1975
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Computer experiments and global optimization
Schonlau, M. (1997) · 1997
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Gaussian Processes for Machine Learning
Rasmussen, C. E. and Williams, C. K. (2006) · 2006
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Kriging is well-suited to parallelize optimization
Ginsbourger, D., Le Riche, R., and Carraro, L. (2010) · 2010
Earlier work this paper cites.
Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design
Srinivas, N., Krause, A., Seeger, M., and Kakade, S. M. (2010) · 2010
Cited alongside, same era.
An algorithm for fast optimal Latin hypercube design of experiments
Viana, F. A., Venter, G., and Balabanov, V. (2010) · 2010
Cited alongside, same era.
Practical bayesian optimization of machine learning algorithms
Snoek, J., Larochelle, H., and Adams, R. P. (2012) · 2012
Cited alongside, same era.
Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization
Couckuyt, I., Deschrijver, D., and Dhaene, T. (2014) · 2014
Cited alongside, same era.
BayesOpt: A Bayesian Optimization Library for Nonlinear Optimization, Experimental Design and Bandits
Martinez-Cantin, R. (2014) · 2014
Cited alongside, same era.
Batch bayesian optimization via local penalization
González, J., Dai, Z., Hennig, P., and Lawrence, N. (2016) · 2016
Later among the works it cites.
GPyOpt: A Bayesian Optimization framework in python
The GPyOpt authors (2016) · 2016
Later among the works it cites.
RoBO: a Robust Bayesian Optimization framework
The RoBO authors (2016) · 2016
Later among the works it cites.
GPflow: A Gaussian Process Library using TensorFlow
Matthews, A. G. d. G., van der Wilk, M., Nickson, T., Fujii, K., Boukouvalas, A., León-Villagrá, P., Ghahramani, Z., and Hensman, J. (2017) · 2017
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Max-value Entropy Search for Efficient Bayesian Optimization
Wang, Z. and Jegelka, S. (2017) · 2017
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