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SOBER: Scalable Batch Bayesian Optimization and Quadrature using Recombination Constraints #33

Open nabenabe0928 opened 1 year ago

nabenabe0928 commented 1 year ago

SOBER: Scalable Batch Bayesian Optimization and Quadrature using Recombination Constraints

Main points

solve Bayesian optimization as a problem of optimizing the prior over unknown optimal points
Update the prior by FBGP (fully Bayesian GP)

Confusing points

Section 1
- point 1
- point 2