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Trajectory-Aware Best-Arm Identification for Local Search Allocation in Bayesian Optimization and Beyond

Namura, Nobuo et al.
arXiv (All) · Papers
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machine-learning
Bayesian optimization (BO) is effective for expensive black-box optimization, but its performance often degrades on multimodal or high-dimensional problems. A promising remedy is to run multiple local search processes, such as trust region--based BO, and allocate evaluations to those with high poten
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