Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach

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]

@inproceedings{LamWW16,
  title = {Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach},
  author = {Rémi Lam and Karen Willcox and David H. Wolpert},
  year = {2016},
  url = {http://papers.nips.cc/paper/6188-bayesian-optimization-with-a-finite-budget-an-approximate-dynamic-programming-approach},
  researchr = {https://researchr.org/publication/LamWW16},
  cites = {0},
  citedby = {0},
  pages = {883-891},
  booktitle = {Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain},
  editor = {Daniel D. Lee and Masashi Sugiyama and Ulrike V. Luxburg and Isabelle Guyon and Roman Garnett},
}