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Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations.
Algorithm 778: L-bfgs-b: Fortran subroutines for large-scale bound-constrained optimization
Ciyou Zhu, Richard H Byrd, Peihuang Lu, and Jorge Nocedal · 1997
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Introduction to gaussian processes
David JC MacKay · 1998
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Gaussian processes in machine learning
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Many-objective optimization: An engineering design perspective
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Christopher M Bishop · 2006
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Evolutionary many-objective optimization: A short review
Hisao Ishibuchi, Noritaka Tsukamoto, and Yusuke Nojima · 2008
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Irene Córdoba, Eduardo C Garrido-Merchán, Daniel Hernández-Lobato, Concha Bielza, and Pedro Larranaga · 2018
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Deep neural networks as gaussian processes, 2018
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Predictive entropy search for multi-objective bayesian optimization with constraints
Eduardo C Garrido-Merchán and Daniel Hernández-Lobato · 2019
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Parallel predictive entropy search for multi-objective bayesian optimization with constraints
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