A sampling criterion for constrained Bayesian optimization with
uncertainties

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A sampling criterion for constrained Bayesian optimization with uncertainties

9 March 2021

Rodolphe Le Riche

Christophette Blanchet-Scalliet

Sébastien Da Veiga

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Papers citing "A sampling criterion for constrained Bayesian optimization with uncertainties"

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Title
Scalable Constrained Bayesian Optimization David Eriksson Matthias Poloczek 76 101 0 20 Feb 2020
Constrained Bayesian Optimization with Max-Value Entropy Search Valerio Perrone I. Shcherbatyi Rodolphe Jenatton Cédric Archambeau Matthias Seeger 51 42 0 15 Oct 2019
X-Armed Bandits: Optimizing Quantiles, CVaR and Other Risks Léonard Torossian Aurélien Garivier Victor Picheny 47 18 0 17 Apr 2019
Group kernels for Gaussian process metamodels with categorical inputs O. Roustant Esperan Padonou Yves Deville Aloïs Clément G. Perrin J. Giorla H. Wynn 64 53 0 07 Feb 2018
A simple and provable algorithm for sparse diagonal CCA Megasthenis Asteris Bruno Sudret Jean-Marc Bourinet R. Poldrack CML 43 112 0 29 May 2016
Predictive Entropy Search for Bayesian Optimization with Unknown Constraints José Miguel Hernández-Lobato M. Gelbart Matthew W. Hoffman Ryan P. Adams Zoubin Ghahramani 73 153 0 18 Feb 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 2.1K 150,364 0 22 Dec 2014
Self-Adaptive Surrogate-Assisted Covariance Matrix Adaptation Evolution Strategy I. Loshchilov Marc Schoenauer Michèle Sebag 76 90 0 11 Apr 2012
Corrected Kriging update formulae for batch-sequential data assimilation C. Chevalier D. Ginsbourger 89 47 0 29 Mar 2012
Reliability-based design optimization using kriging surrogates and subset simulation V. Dubourg Bruno Sudret Jean-Marc Bourinet AI4CE 50 423 0 19 Apr 2011
Sequential design of computer experiments for the estimation of a probability of failure Julien Bect D. Ginsbourger Ling Li Victor Picheny E. Vázquez 108 351 0 27 Sep 2010