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Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions.
Sampling Acquisition Functions for Batch Bayesian Optimization
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Batch Bayesian Optimization via Simulation Matching
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Kriging is well-suited to parallelize optimization
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GPy: A Gaussian process framework in Python
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The Parallel Knowledge Gradient Method for Batch Bayesian Optimization
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Practical Bayesian optimization of machine learning algorithms. In Advances in Neural Information Processing Systems . Curran Associates, Inc., 2951–2959
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Parallelizing Exploration-Exploitation Tradeoffs in Gaussian Process Bandit Optimization
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Theoretical analysis of Bayesian optimisation with unknown Gaussian process hyper-parameters
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Taking the human out of the loop: A review of Bayesian optimization
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Bayesian Optimization in AlphaGo
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Batch Bayesian Optimization via Multi-objective Acquisition Ensemble for Automated Analog Circuit Design. In Proceedings of the 35th International Conference on Machine Learning , Vol. 80. PMLR, 3306–3314
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Automated shape optimisation of a plane asymmetric diffuser using combined Computational Fluid Dynamic simulations and multi-objective Bayesian methodology
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