A Bayesian Optimization Framework for Finding Local Optima in Expensive Multimodal Functions
Yongsheng Mei,
Tian Lan,
Mahdi Imani
et al.
Abstract:Bayesian optimization (BO) is a popular global optimization scheme for sample-efficient optimization in domains with expensive function evaluations. The existing BO techniques are capable of finding a single global optimum solution. However, finding a set of global and local optimum solutions is crucial in a wide range of real-world problems, as implementing some of the optimal solutions might not be feasible due to various practical restrictions (e.g., resource limitation, physical constraints, etc.). In such… Show more
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