Web: http://arxiv.org/abs/2209.10715

Sept. 23, 2022, 1:13 a.m. | Rafael Oliveira, Louis Tiao, Fabio Ramos

stat.ML updates on arXiv.org arxiv.org

Bayesian optimisation (BO) algorithms have shown remarkable success in
applications involving expensive black-box functions. Traditionally BO has been
set as a sequential decision-making process which estimates the utility of
query points via an acquisition function and a prior over functions, such as a
Gaussian process. Recently, however, a reformulation of BO via density-ratio
estimation (BORE) allowed reinterpreting the acquisition function as a
probabilistic binary classifier, removing the need for an explicit prior over
functions and increasing scalability. In this paper, …

arxiv bayesian optimisation

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