Javier Gonzalez, Zhenwen Dai, Andreas Damianou, Neil D. Lawrence
TL;DR本文介绍了一种名为 PBO 的新框架,它扩展了标准 BO 的思想,并通过模型化 Bernoulli - 高斯过程模型来建模每个决斗的赢家概率,从而允许在仅通过两两比较的方式来查询隐函数,并且相对于以往方法,该方法在寻找最大值过程中需要极少的比较。
Abstract
bayesian optimization (BO) has emerged during the last few years as an
effective approach to optimizing black-box functions where direct queries of
the objective are expensive. In this paper we consider the case where direct
access to the function is not possible, but information about