Generalizing transfer Bayesian optimization to source-target heterogeneity

• Main Authors: Min, Alan Tan Wei, Gupta, Abhishek, Ong, Yew-Soon
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2022
• Subjects: Engineering::Computer science and engineering; Optimization; Task Analysis
• Online Access: https://hdl.handle.net/10356/160308
• Institution: Nanyang Technological University

Black-box optimization algorithms typically start a search from scratch, assuming little prior knowledge about the task at hand. In practice, this approach can be prohibitive for computationally expensive problems, as a large number of costly function evaluations are often needed before a suitable (...