1 code implementation • 8 Jun 2021 • Laurens Bliek, Arthur Guijt, Rickard Karlsson, Sicco Verwer, Mathijs de Weerdt
Surrogate algorithms such as Bayesian optimisation are especially designed for black-box optimisation problems with expensive objectives, such as hyperparameter tuning or simulation-based optimisation.
no code implementations • 6 Nov 2020 • Rickard Karlsson, Laurens Bliek, Sicco Verwer, Mathijs de Weerdt
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations.