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Model Guided Sampling Optimization for Low-Dimensional Problems

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F15%3A00439763" target="_blank" >RIV/67985807:_____/15:00439763 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Model Guided Sampling Optimization for Low-Dimensional Problems

  • Original language description

    Optimization of very expensive black-box functions requires utilization of maximum information gathered by the process of optimization. Model Guided Sampling Optimization (MGSO) forms a more robust alternative to Jones? Gaussian-process-based EGO algorithm. Instead of EGO?s maximizing expected improvement, the MGSO uses sampling the probability of improvement which is shown to be helpful against trapping in local minima. Further, the MGSO can reach close-to-optimum solutions faster than standard optimization algorithms on low dimensional or smooth problems.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    ICAART 2015. Proceedings of the International Conference on Agents and Artificial Intelligence, Volume 2

  • ISBN

    978-989-758-074-1

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    451-456

  • Publisher name

    Scitepress

  • Place of publication

    Lisbon

  • Event location

    Lisbon

  • Event date

    Jan 10, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article