Initial design strategies and their effects on sequential model-based optimization
Jakob Bossek, Carola Doerr, Pascal Kerschke · 2020
Sequential model-based optimization (SMBO) approaches are algorithms for solving problems that require computationally or otherwise expensive function evaluations. The key design principle of SMBO is a substitution of the true objective function by a surrogate, which is used to propose the point(s) to be evaluated next.