High-dimensional Bayesian Optimization via Covariance Matrix Adaptation Strategy

1 code implementation • 5 Feb 2024 • Lam Ngo, Huong Ha, Jeffrey Chan, Vu Nguyen, Hongyu Zhang

To address this issue, a promising solution is to use a local search strategy that partitions the search domain into local regions with high likelihood of containing the global optimum, and then use BO to optimize the objective function within these regions.

Bayesian Optimization