Abstract:Many real-life problems require optimizing functions with expensive evaluations. Bayesian Optimization (BO) and Search-based Optimization (SO) are two broad families of algorithms that try to find the global optima of a function with the goal of minimizing the number of function evaluations. A large body of existing work deals with the single-fidelity setting, where function evaluations are very expensive but accurate. However, in many applications, we have access to multiple-fidelity functions that vary in th… Show more
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