Sequential Optimization in Locally Important Dimensions

20 Jan 2019 Winkel Munir A. Stallings Jonathan W. Storlie Curt B. Reich Brian J.

Optimizing an expensive, black-box function $f(\cdot)$ is challenging when its input space is high-dimensional. Sequential design frameworks first model $f(\cdot)$ with a surrogate function and then optimize an acquisition function to determine input settings to evaluate next... (read more)

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