Self-Adjusting Bayesian Optimization with SAWEI

By Carolin Benjamins, Elena Raponi, Anja Jankovic, Carola Doerr and Marius Lindauer TLDR: In BO: We self-adjust the exploration-exploitation trade-off online in the acquisition function, adapting to any problem landscape. Motivation Bayesian optimization (BO) encompasses a class of surrogate-based, sample-efficient algorithms for optimizing black-box problems with small evaluation budgets. However, BO itself has numerous design … Continue reading Self-Adjusting Bayesian Optimization with SAWEI