Exploratory Landscape Validation for Bayesian Optimization Algorithms
Taleh Agasiev,
Anatoly Karpenko
Abstract:Bayesian optimization algorithms are widely used for solving problems with a high computational complexity in terms of objective function evaluation. The efficiency of Bayesian optimization is strongly dependent on the quality of the surrogate models of an objective function, which are built and refined at each iteration. The quality of surrogate models, and hence the performance of an optimization algorithm, can be greatly improved by selecting the appropriate hyperparameter values of the approximation algori… Show more
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