Improving the Model Guided Sampling Optimization by Model Search and Slice Sampling

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10210220" target="_blank" >RIV/00216208:11320/13:10210220 - isvavai.cz</a>
Alternative codes found
RIV/67985807:_____/13:00396832
Result on the web
<a href="http://itat.ics.upjs.sk/2013/proceedings/itat2013_workshops.pdf" target="_blank" >http://itat.ics.upjs.sk/2013/proceedings/itat2013_workshops.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Improving the Model Guided Sampling Optimization by Model Search and Slice Sampling
Original language description
Model Guided Sampling Optimization (MGSO) was recently proposed as an alternative for Jones' Kriging-based EGO algorithm for optimization of expensive black-box functions. Instead of maximizing a chosen criterion (e.g., expected improvement), MGSO samples probability of improvement of the Gaussian process model forming multiple candidates -- a~whole population of suggested solutions. This paper further develops this algorithm using slice sampling method and continuous local optimization of the Gaussianprocess model.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
S - Specificky vyzkum na vysokych skolach

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
ITAT 2013: Information Technologies-Applications and Theory Workshops, Posters, and Tutorials
ISBN
978-1-4909-5208-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
86-91
Publisher name
CreateSpace Independent Publishing Platform
Place of publication
Košice
Event location
Donovaly, Slovakia
Event date
Sep 11, 2013
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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