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TOBYQA: A Time-Augmented Model-Based Method for Derivative-Free Optimization under Noise and Temporal Drift

Yao, Haoyu et al.
arXiv (All) · Papers
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optimization-and-control
Derivative-free optimization (DFO) is challenging when the observation channel varies over time and evaluations are noisy. Conventional model-based methods assume stationary observations; under temporal drift, historical data biases gradient estimates and acceptance tests confound latent-objective d
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