Understanding Bayesian Inference in Bayesian Optimization

The intuitive guide to the essential knowledge on Bayesian inference applied in the context of Bayesian optimization

Bayesian optimization is an area that studies optimization problems using the Bayesian approach. Optimization aims at locating the optimal objective value (i.e., a global maximum or minimum) of all possible values or the corresponding location of the optimum in the environment. The search process starts at a specific location and follows a particular policy to iteratively guide the following sampling location, collect the …

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