Exploiting Variance Reduction Potential in Local Gaussian Process Search
نویسندگان
چکیده
منابع مشابه
Exploiting Variance Reduction Potential in Local Gaussian Process Search
Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local Gaussian process approximation (Gramacy and Apley, 2015) was proposed as an accurate and computationally feasible emulation alternative. However, constructing lo...
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Branch-and-bound uses relaxation to prune search trees but sometimes scales poorly to large problems. Conversely, local search often scales well but may be unable to find optimal solutions, perhaps because it does not exploit relaxation. Both phenomena occur in the construction of low-autocorrelation binary sequences, a problem arising in communication engineering. This paper proposes a hybrid ...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2018
ISSN: 1017-0405
DOI: 10.5705/ss.202016.0138