Rémi Lam, Karen Willcox, David H. Wolpert. Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach. In Daniel D. Lee, Masashi Sugiyama, Ulrike V. Luxburg, Isabelle Guyon, Roman Garnett, editors, Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain. pages 883-891, 2016. [doi]
Abstract is missing.