Bayesian Optimization Overview
Peng Liu · Apress eBooks · 2023
As the name suggests, Bayesian optimization is an area that studies optimization problems using the Bayesian approach. Optimization aims at locating the optimal objective value (i.e., a global maximum or minimum) of all possible values or the corresponding location of the optimum in the environment (the search domain). The search process starts at a specific initial location and follows a particular policy to iteratively guide the following sampling locations, collect new observations, and refresh the guiding policy.