TL;DR综述了多保真优化与贝叶斯优化相交的领域中 MF BO 的最新发展,包括高斯过程为基础的 MF 代理模型和不同的采集函数,并探讨了多保真优化在约束优化、高维优化、不确定性优化和多目标优化中的应用。
Abstract
Resided at the intersection of multi-fidelity optimization (MFO) and Bayesian
optimization (BO), MF BO has found a niche in solving expensive engineering
design optimization problems, thanks to its advantages in incorporating
physical and mathematical understandings of the problems, sa