Model guided sampling optimization with gaussian processes for expensive black-box optimization
Lukáš Bajer, Viktor Charypar, Martin Holeňa · 2013
Model Guided Sampling Optimization (MGSO) is a novel expensive black-box optimization method based on a combination of ideas from Estimation of Distribution Algorithms and global optimization methods using Gaussian Processes. The algorithm is described and its implementation tested on three benchmark functions as a proof of concept.