Revision as of 08:40, 4 February 2024 edit Biggerj1 (talk \| contribs) Extended confirmed users 2,172 edits →See also Tags: Mobile edit Mobile web edit Advanced mobile edit ← Previous edit		Revision as of 21:55, 26 February 2024 edit undo Dwiddows (talk \| contribs) 103 edits Added wikilink to exploration and exploitation and removed dangling wikilinks from other descriptions that don't have links (and maybe shouldn't because some are very basic ideas) Next edit →
Line 26: ==Acquisition functions== Examples of acquisition functions include * [[probability of improvement]] * [[expected improvement]] * [[Bayesian expected losses]] * [[upper confidence ~~bound]]s~~bounds (UCB) or [[lower confidence ~~bound]]s~~bounds * [[Thompson sampling]] and hybrids of these.<ref>Matthew W. Hoffman, Eric Brochu, [[Nando de Freitas]]: Portfolio Allocation for Bayesian Optimization. Uncertainty in Artificial Intelligence: 327–336 (2011)</ref> They all trade-off [[Exploration-exploitation dilemma\|exploration and exploitation]] so as to minimize the number of function queries. As such, Bayesian optimization is well suited for functions that are expensive to evaluate. ==Solution methods==

Bayesian optimization: Difference between revisions