Add to ORKGDeliverable no. 2.1.1-BThe sequential sampling strategies based on Gaussian processes are widely used for optimization of time consuming simulators. In practice, such computationally demanding problems are solved by increasing number of processing units. This has therefore induced extensions of sampling criteria which consider the framework of parallel calculation. This report further studies expected improvement criteria for parallel and asynchronous computations. A unified parallel asynchronous expected improvement criterion is formulated. Bounds and strategies for comparing criteria values at various design points are discussed. Finally, the impact of the number of available computing units on the performance is empirically investigated
International audienceMotivated by parallel optimization, we experiment EDA-like adaptation-rules in...
The view, opinions and/or findings contained in this report are those of the author(s) and should no...
Global optimization problems arise in a wide range of real-world problems. They include applications...
The sequential sampling strategies based on Gaussian processes are widely used for optimization of t...
Revised selected articles from the LION 6 Conference (Paris, Jan. 16-20, 2012), LNCS 7219, 978-3-642...
During the last decade, Kriging-based sequential algorithms like EGO and its variants have become re...
The optimization of expensive-to-evaluate functions generally relies on metamodel-based exploration ...
During the last decade, Kriging-based sequential algorithms like EGO and its variants have become re...
Surrogate assisted global optimization is gaining popularity. Similarly, modern advances in computin...
We introduce the notion of expected hitting time to a goal as a measure of the con- vergence rate o...
AbstractWe introduce the notion of expected hitting time to a goal as a measure of the convergence r...
International audienceBayesian Optimization (BO) is a global optimization framework that uses bayesi...
Budgeted optimization algorithms based on Gaussian processes have attracted a lot of attention as a ...
How can we take advantage of opportunities for experimental parallelization in exploration-exploitat...
International audienceWe propose a probabilistic model for the parallel execution of Las Vegas algor...
International audienceMotivated by parallel optimization, we experiment EDA-like adaptation-rules in...
The view, opinions and/or findings contained in this report are those of the author(s) and should no...
Global optimization problems arise in a wide range of real-world problems. They include applications...
The sequential sampling strategies based on Gaussian processes are widely used for optimization of t...
Revised selected articles from the LION 6 Conference (Paris, Jan. 16-20, 2012), LNCS 7219, 978-3-642...
During the last decade, Kriging-based sequential algorithms like EGO and its variants have become re...
The optimization of expensive-to-evaluate functions generally relies on metamodel-based exploration ...
During the last decade, Kriging-based sequential algorithms like EGO and its variants have become re...
Surrogate assisted global optimization is gaining popularity. Similarly, modern advances in computin...
We introduce the notion of expected hitting time to a goal as a measure of the con- vergence rate o...
AbstractWe introduce the notion of expected hitting time to a goal as a measure of the convergence r...
International audienceBayesian Optimization (BO) is a global optimization framework that uses bayesi...
Budgeted optimization algorithms based on Gaussian processes have attracted a lot of attention as a ...
How can we take advantage of opportunities for experimental parallelization in exploration-exploitat...
International audienceWe propose a probabilistic model for the parallel execution of Las Vegas algor...
International audienceMotivated by parallel optimization, we experiment EDA-like adaptation-rules in...
The view, opinions and/or findings contained in this report are those of the author(s) and should no...
Global optimization problems arise in a wide range of real-world problems. They include applications...