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Feb, 2021
全球思维，本地行动：基于贝叶斯优化的高维分类和混合搜索空间
Think Global and Act Local: Bayesian Optimisation over High-Dimensional Categorical and Mixed Search Spaces
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Xingchen Wan, Vu Nguyen, Huong Ha, Binxin Ru, Cong Lu...
TL;DR
本文提出一种结合局部优化与定制内核设计的新型解决方案，有效应对高维分类和混合搜索空间，同时保留样本效率，经实验证明在性能、计算成本等方面优于当前基准。
Abstract
high-dimensional black-box optimisation
remains an important yet notoriously challenging problem. Despite the success of
bayesian optimisation methods
on continuous domains, domains that are categorical, or that
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