Global Optimization of Gaussian processes

no code implementations • 21 May 2020 • Artur M. Schweidtmann, Dominik Bongartz, Daniel Grothe, Tim Kerkenhoff, Xiaopeng Lin, Jaromil Najman, Alexander Mitsos

Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization problems.

Bayesian Optimization Gaussian Processes