Bayesian Optimization Algorithm

GPTKB entity

Statements (32)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
Optimization Method
gptkbp:acquisitionFunction Expected Improvement
Probability of Improvement
Upper Confidence Bound
gptkbp:advantage Efficient for Expensive Functions
gptkbp:alternativeTo Grid Search
Random Search
gptkbp:appliesTo gptkb:Machine_Learning
Engineering Design
Hyperparameter Optimization
gptkbp:firstDescribed Mockus et al. 1978
https://www.w3.org/2000/01/rdf-schema#label Bayesian Optimization Algorithm
gptkbp:limitation Computational Cost of Model Fitting
Model Selection Sensitivity
Scalability to High Dimensions
gptkbp:openSource gptkb:Spearmint
gptkb:SMAC
gptkb:Hyperopt
GPyOpt
scikit-optimize
gptkbp:originatedIn Statistics
gptkbp:relatedTo Sequential Model-Based Optimization
Surrogate Model
gptkbp:type gptkb:Gaussian_Process
gptkb:Random_Forest
gptkbp:usedFor Black-box Optimization
Hyperparameter Tuning
gptkbp:uses Acquisition Function
Probabilistic Model
gptkbp:bfsParent gptkb:Hierarchical_Bayesian_Optimization_Algorithm
gptkbp:bfsLayer 7