no code implementations • 8 Mar 2016 • Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul
The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP.
no code implementations • 2 Feb 2016 • Hossein Mohammadi, Rodolphe Le Riche, Nicolas Durrande, Eric Touboul, Xavier Bay
A measure for data-model discrepancy is proposed which serves for choosing a regularization technique. In the second part of the paper, a distribution-wise GP is introduced that interpolates Gaussian distributions instead of data points.