Bayesian Optimization: Theory and Practice Using Python

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023

P. LiuBayesian Optimizationhttps://doi.org/10.1007/978-1-4842-9063-7_1

1. Bayesian Optimization Overview

Peng Liu¹  

(1)

Singapore, Singapore

 

As the name suggests, Bayesian optimization is an area that studies optimization problems using the Bayesian approach. Optimization aims at locating the optimal objective value (i.e., a global maximum or minimum) of all possible values or the corresponding location of the optimum in the environment (the search domain). The search process starts at a specific initial location and follows a particular policy to iteratively guide the following sampling locations, collect new observations, and refresh the guiding policy. ...