Initial design strategies and their effects on sequential model-based optimization
Jakob Bossek, Carola Doerr, Pascal Kerschke
Abstract
Sequential model-based optimization (SMBO) approaches are algorithms for solving problems that require computationally or otherwise expensive function evaluations. The key design principle of SMBO is a substitution of the true objective function by a surrogate, which is used to propose the point(s) to be evaluated next.
Topics & Concepts
Mathematical optimizationComputer scienceKey (lock)Function (biology)MinificationAlgorithmOptimization problemConstrained optimizationSubstitution (logic)Sequential analysisMathematicsComponent (thermodynamics)Multi-objective optimizationSequence (biology)Sequential quadratic programmingOptimal designScheme (mathematics)Advanced Multi-Objective Optimization AlgorithmsMachine Learning and AlgorithmsMachine Learning and Data Classification