The Parallel Knowledge Gradient Method for Batch Bayesian Optimization

Jian Wu, Peter I. Frazier. The Parallel Knowledge Gradient Method for Batch Bayesian Optimization. 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 3126-3134, 2016. [doi]

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