Expected Improvement versus Predicted Value in Surrogate-Based Optimization

9 Jan 2020Frederik RehbachMartin ZaeffererBoris NaujoksThomas Bartz-Beielstein

Surrogate-based optimization relies on so-called infill criteria (acquisition functions) to decide which point to evaluate next. When Kriging is used as the surrogate model of choice (also called Bayesian optimization), one of the most frequently chosen criteria is expected improvement... (read more)

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