Distributionally Ambiguous Optimization for Batch Bayesian Optimization

Rontsis, N; Osborne, MA; Goulart, PJ

Rontsis, N (corresponding author), Univ Oxford, Dept Engn Sci, Oxford OX1 3PN, England.

JOURNAL OF MACHINE LEARNING RESEARCH, 2020; 21 ():

Abstract

We propose a novel, theoretically-grounded, acquisition function for Batch Bayesian Optimization informed by insights from distributionally ambiguous ......

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