Optimal Initialization of Batch Bayesian Optimization

arXiv:2404.17997v1 Announce Type: new
Abstract: Field experiments and computer simulations are effective but time-consuming methods of measuring the quality of engineered systems at different settings. To reduce the total time required, experimenters may employ Bayesian optimization, which is parsimonious with measurements, and take measurements of multiple settings simultaneously, in a batch. In practice, experimenters use very few batches, thus, it is imperative that each batch be as informative as possible. Typically, the initial batch in a Batch Bayesian Optimization (BBO) …

abstract arxiv bayesian computer cs.lg measuring multiple optimization practice quality reduce simulations stat.ml systems total type