%0 Generic %1 kawaguchi2016bayesian %A Kawaguchi, Kenji %A Kaelbling, Leslie Pack %A Lozano-Pérez, Tomás %D 2016 %K a_creuser bayesian optimization %T Bayesian Optimization with Exponential Convergence %U http://arxiv.org/abs/1604.01348 %X This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-consuming and hard to implement in practice. Also, the existing Bayesian optimization method with exponential convergence requires access to the delta-cover sampling, which was considered to be impractical. Our approach eliminates both requirements and achieves an exponential convergence rate.

@misc{kawaguchi2016bayesian, abstract = {This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-consuming and hard to implement in practice. Also, the existing Bayesian optimization method with exponential convergence requires access to the delta-cover sampling, which was considered to be impractical. Our approach eliminates both requirements and achieves an exponential convergence rate.}, added-at = {2016-04-06T07:16:28.000+0200}, author = {Kawaguchi, Kenji and Kaelbling, Leslie Pack and Lozano-Pérez, Tomás}, biburl = {https://www.bibsonomy.org/bibtex/2aee65d5bce1fa12f1d15a24eb7338569/pixor}, description = {1604.01348v1.pdf}, interhash = {546ca98727adf6564debf833c85e21a3}, intrahash = {aee65d5bce1fa12f1d15a24eb7338569}, keywords = {a_creuser bayesian optimization}, note = {cite arxiv:1604.01348v1.pdfComment: In NIPS 2015 (Advances in Neural Information Processing Systems 2015)}, timestamp = {2016-04-06T07:16:28.000+0200}, title = {Bayesian Optimization with Exponential Convergence}, url = {http://arxiv.org/abs/1604.01348}, year = 2016 }