Bayesian Optimization with Application to Computer Experiments 1st Edition by Tony Pourmohamad, Herbert KH Lee ISBN 3030824578 9783030824570

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Product details:

ISBN 10: 3030824578
ISBN 13: 9783030824570
Author: Tony Pourmohamad, Herbert KH Lee

Bayesian Optimization with Application to Computer Experiments 1st Edition Table of contents:

1 Computer Experiments
1.1 Introduction
1.2 Examples of Computer Experiments
1.2.1 Groundwater Remediation
1.2.2 Cosmology
1.2.3 Drug Discovery
1.2.4 Garden Sprinkler
1.3 Space-Filling Designs
2 Surrogate Models
2.1 Gaussian Processes
2.2 Treed Gaussian Processes
2.3 Radial Basis Functions
3 Unconstrained Optimization
3.1 Bayesian Optimization
3.2 The Role of the Acquisition Function
3.3 Choice of Acquisition Function
3.3.1 Probability of Improvement
3.3.2 Expected Improvement
3.3.3 Lower Confidence Bound
3.3.4 Other Acquisition Functions
Random Search
Thompson Sampling
Entropy Search
3.4 Sprinkler Computer Model
4 Constrained Optimization
4.1 Constrained Bayesian Optimization
4.2 Choice of Acquisition Function
4.2.1 Constrained Expected Improvement
4.2.2 Asymmetric Entropy
4.2.3 Augmented Lagrangian
4.2.4 Barrier Methods
4.3 Constrained Sprinkler Computer Model
5 Conclusions

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Tags: Tony Pourmohamad, Herbert KH Lee, Bayesian Optimization, Computer Experiments