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  • title: Bayesian Optimization of Function Networks
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            Bayesian Optimization of Function Networks
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            Bayesian Optimization of Function Networks

            Dec 6, 2021

            Speakers

            RA

            Raúl Astudillo

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            PIF

            Peter I. Frazier

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            About

            We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in reinforcement learning, engineering design, and manufacturing. While the standard Bayesian optimization approach observes only the final output, our approach delivers greater query efficiency by leveraging information that the former ignores: intermediate output…

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            NeurIPS 2021

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