A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings

Mickaël Binois, David Ginsbourger, Olivier Roustant. A Warped Kernel Improving Robustness in Bayesian Optimization Via Random Embeddings. In Clarisse Dhaenens, Laetitia Jourdan, Marie-Eléonore Marmion, editors, Learning and Intelligent Optimization - 9th International Conference, LION 9, Lille, France, January 12-15, 2015. Revised Selected Papers. Volume 8994 of Lecture Notes in Computer Science, pages 281-286, Springer, 2015. [doi]

Authors

Mickaël Binois

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David Ginsbourger

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Olivier Roustant

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