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Jan, 2024
提高高维贝叶斯优化中的样本效率与MCMC
Improving sample efficiency of high dimensional Bayesian optimization with MCMC
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Zeji Yi, Yunyue Wei, Chu Xin Cheng, Kaibo He, Yanan Sui
TL;DR
基于马尔可夫链蒙特卡罗方法，我们提出了一种新的算法来从近似后验中高效采样，该算法在高维度的顺序优化中表现优于现有方法。
Abstract
sequential optimization methods
are often confronted with the
curse of dimensionality
in high-dimensional spaces. Current approaches under the
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