Bayesian Optimization with Unknown Search Space

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The application of Bayesian methods for seeking the extremum , volume 2 of Toward Global Optimization

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Gaussian Processes for Machine Learning

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

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Stochastic linear optimization under bandit feedback

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Gaussian process optimization in the bandit setting: No regret and experimental design

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Convergence rates of efficient global optimization algorithms

A.D. Bull · 2011

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Scikit-learn: Machine learning in python

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Entropy search for information-efficient global optimization

P. Hennig and C.J. Schuler · 2012

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Practical bayesian optimization of machine learning algorithms

J. Snoek, H. Larochelle, and R.P Adams · 2012

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Predictive entropy search for efficient global optimization of black-box functions

J.M. Henrández-Lobato, M.W. Hoffman, and Z. Ghahramani · 2014

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Truncated variance reduction: A unified approach to bayesian optimization and level-set estimation

I. Bogunovic, J. Scarlett, A. Krause, and V. Cevher · 2016

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Bayesian optimization in weakly specified search space

V. Nguyen, S. Gupta, S. Rane, C. Li, and S. Venkatesh · 2017

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Max-value entropy search for efficient bayesian optimization

Z. Wang and S. Jegelka · 2017

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Tight regret bounds for Bayesian optimization in one dimension

J. Scarlett · 2018