Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
نویسندگان
چکیده
منابع مشابه
Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction
Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We present here a new algorithm based on stepwise uncertainty reduction principles to address this issue. Optimization is seen as a sequential reduction of the vo...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2014
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-014-9477-x