Machine Learning for Engineering

Gaussian Process Regression: Bayesian Optimization

Instructor: Daning Huang

TODAY: Gaussian Process Regression - V

Bayesian Optimization

• Surrogates
• Acquisition function
• Inner optimization
• Updating schemes

References

• Engineering Design via Surrogate Modelling: A Practical Guide, by A. Forrester, A. Sobester, A. Keane

An example