Surrogating the surrogate: accelerating Gaussian-process-based global optimization with a mixture cross-entropy algorithm

Rémi Bardenet, Balázs Kégl. Surrogating the surrogate: accelerating Gaussian-process-based global optimization with a mixture cross-entropy algorithm. In Johannes Fürnkranz, Thorsten Joachims, editors, Proceedings of the 27th International Conference on Machine Learning (ICML-10), June 21-24, 2010, Haifa, Israel. pages 55-62, Omnipress, 2010. [doi]

Abstract

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