Scalable Bayesian optimization with high-dimensional outputs using randomized prior networks

1 code implementation • 14 Feb 2023 • Mohamed Aziz Bhouri, Michael Joly, Robert Yu, Soumalya Sarkar, Paris Perdikaris

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.

Bayesian Optimization Decision Making +1